# EDGAR Filing Document

**Accession Number:** 0000862064
**File Stem:** 0001410368-25-033599
**Filing Date:** 2025-12
**Character Count:** 246549
**Document Hash:** 6adf99412872478ac7081b6b21ee0443
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-033599.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001410368-25-033599

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**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:** 251552801

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-11-30

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

**CIK Number of Registrant:** 0000862064

**LEI of Registrant:** 549300DFUINPMFFE3C04

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

**LEI of Series:** 549300DFUINPMFFE3C04

**EDGAR Series Identifier:** S000009009

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 22 days

- **WAL:** 109 days

- **Total Value of Portfolio Securities:** $30220075425.38

- **Amortized Cost of Portfolio Securities:** $30217891987.73

- **Cash:** $375613.97

- **Total Other Assets:** $50403114.86

- **Total Liabilities:** $244835773.43

- **Net Assets of Series:** $30023834943.13

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $26287226250.66           | $26982531289.21            | 75.8400%                  | 77.8500%                   |
| 2025-11-04 | $24197822397.26           | $25029438225.14            | 73.4000%                  | 75.9200%                   |
| 2025-11-05 | $24528168889.74           | $25194868490.98            | 74.0300%                  | 76.0400%                   |
| 2025-11-06 | $24418731439.80           | $25085494162.85            | 73.9400%                  | 75.9600%                   |
| 2025-11-07 | $24619450677.31           | $25594530594.98            | 74.3500%                  | 77.2900%                   |
| 2025-11-10 | $26445705410.87           | $27116921606.08            | 75.9200%                  | 77.8400%                   |
| 2025-11-11 | $26445775558.77           | $27117060866.11            | 75.9100%                  | 77.8400%                   |
| 2025-11-12 | $26728527057.80           | $27399845289.50            | 76.1100%                  | 78.0200%                   |
| 2025-11-13 | $27085837568.39           | $28313645032.00            | 75.6400%                  | 79.0700%                   |
| 2025-11-14 | $25675849280.11           | $26903783886.99            | 74.1900%                  | 77.7300%                   |
| 2025-11-17 | $24966195919.08           | $26527399067.53            | 73.6500%                  | 78.2600%                   |
| 2025-11-18 | $24731815546.12           | $26293207417.51            | 73.4700%                  | 78.1100%                   |
| 2025-11-19 | $24434004670.08           | $25995586920.32            | 73.2300%                  | 77.9100%                   |
| 2025-11-20 | $21402754865.16           | $22964470892.23            | 69.9800%                  | 75.0900%                   |
| 2025-11-21 | $20759043753.22           | $22527708306.30            | 68.8600%                  | 74.7200%                   |
| 2025-11-24 | $22855712320.58           | $24625065567.22            | 70.3600%                  | 75.8000%                   |
| 2025-11-25 | $21437631927.61           | $23207037947.61            | 69.0000%                  | 74.7000%                   |
| 2025-11-26 | $20362128870.30           | $22131933728.08            | 67.8900%                  | 73.7900%                   |
| 2025-11-28 | $20635461701.84           | $22405659166.58            | 68.1700%                  | 74.0200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 0.0000%             |
| 2025-11-04 | 0.0000%             |
| 2025-11-05 | 0.0000%             |
| 2025-11-06 | 0.0000%             |
| 2025-11-07 | 0.0000%             |
| 2025-11-10 | 0.0000%             |
| 2025-11-11 | 0.0000%             |
| 2025-11-12 | 0.0000%             |
| 2025-11-13 | 0.0000%             |
| 2025-11-14 | 0.0000%             |
| 2025-11-17 | 0.0000%             |
| 2025-11-18 | 0.0000%             |
| 2025-11-19 | 0.0000%             |
| 2025-11-20 | 0.0000%             |
| 2025-11-21 | 0.0000%             |
| 2025-11-24 | 0.0000%             |
| 2025-11-25 | 0.0000%             |
| 2025-11-26 | 0.0000%             |
| 2025-11-28 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 0.0000                      |
|  |  |
| 2025-11-04 | 0.0000                      |
|  |  |
| 2025-11-05 | 0.0000                      |
|  |  |
| 2025-11-06 | 0.0000                      |
|  |  |
| 2025-11-07 | 0.0000                      |
|  |  |
| 2025-11-10 | 0.0000                      |
|  |  |
| 2025-11-11 | 0.0000                      |
|  |  |
| 2025-11-12 | 0.0000                      |
|  |  |
| 2025-11-13 | 0.0000                      |
|  |  |
| 2025-11-14 | 0.0000                      |
|  |  |
| 2025-11-17 | 0.0000                      |
|  |  |
| 2025-11-18 | 0.0000                      |
|  |  |
| 2025-11-19 | 0.0000                      |
|  |  |
| 2025-11-20 | 0.0000                      |
|  |  |
| 2025-11-21 | 0.0000                      |
|  |  |
| 2025-11-24 | 0.0000                      |
|  |  |
| 2025-11-25 | 0.0000                      |
|  |  |
| 2025-11-26 | 0.0000                      |
|  |  |
| 2025-11-28 | 0.0000                      |
|  |  |

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

### Class: Government Cash Management Portfolio

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $30023834943.13

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 797799.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.0000          |
|  |  |
| 2025-11-04 | 0.0000          |
|  |  |
| 2025-11-05 | 0.0000          |
|  |  |
| 2025-11-06 | 0.0000          |
|  |  |
| 2025-11-07 | 0.0000          |
|  |  |
| 2025-11-10 | 0.0000          |
|  |  |
| 2025-11-11 | 0.0000          |
|  |  |
| 2025-11-12 | 0.0000          |
|  |  |
| 2025-11-13 | 0.0000          |
|  |  |
| 2025-11-14 | 0.0000          |
|  |  |
| 2025-11-17 | 0.0000          |
|  |  |
| 2025-11-18 | 0.0000          |
|  |  |
| 2025-11-19 | 0.0000          |
|  |  |
| 2025-11-20 | 0.0000          |
|  |  |
| 2025-11-21 | 0.0000          |
|  |  |
| 2025-11-24 | 0.0000          |
|  |  |
| 2025-11-25 | 0.0000          |
|  |  |
| 2025-11-26 | 0.0000          |
|  |  |
| 2025-11-28 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $0.00                     | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $0.00                   |
| 2025-11-17 | $0.00                     | $0.00                   |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.00                   |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $0.00                   |
| 2025-11-25 | $0.00                     | $0.00                   |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 0.0000%           |
| 2025-11-04 | 0.0000%           |
| 2025-11-05 | 0.0000%           |
| 2025-11-06 | 0.0000%           |
| 2025-11-07 | 0.0000%           |
| 2025-11-10 | 0.0000%           |
| 2025-11-11 | 0.0000%           |
| 2025-11-12 | 0.0000%           |
| 2025-11-13 | 0.0000%           |
| 2025-11-14 | 0.0000%           |
| 2025-11-17 | 0.0000%           |
| 2025-11-18 | 0.0000%           |
| 2025-11-19 | 0.0000%           |
| 2025-11-20 | 0.0000%           |
| 2025-11-21 | 0.0000%           |
| 2025-11-24 | 0.0000%           |
| 2025-11-25 | 0.0000%           |
| 2025-11-26 | 0.0000%           |
| 2025-11-28 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_4.08_1201
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 | 2027-07-31      | 3.8750%  | 0.0000% | $5001000.00        | $5091242.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-31      | 4.0000%  | 0.0000% | $16173500.00       | $16610580.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 4.2500%  | 0.0000% | $72408300.00       | $74713299.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 3.6250%  | 0.0000% | $9999900.00        | $10101751.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $57533400.00       | $57840747.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 3.6250%  | 0.0000% | $110686700.00      | $111110061.95      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $198796800.00      | $198995905.43      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 4.0218%  | 0.0000% | $10000000.00       | $10034376.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-11-15      | 4.0000%  | 0.0000% | $2100.00           | $2099.73           | U.S. Treasuries (including strips) |

### Security 2: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_4.09_1201
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| GNMA                             | 2053-03-20      | 5.0000%  | 0.0000% | $1000.00           | $785.22            | Agency Mortgage-Backed Securities  |
| GNMA                             | 2054-06-20      | 5.0000%  | 0.0000% | $1036220.00        | $967602.48         | Agency Mortgage-Backed Securities  |
| GNMA                             | 2051-09-20      | 3.0000%  | 0.0000% | $4007410.00        | $3239730.97        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-11-20      | 6.5000%  | 0.0000% | $1806492.00        | $1921534.83        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2054-09-20      | 6.5000%  | 0.0000% | $2516848.00        | $1956006.71        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $973.00            | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-01-20      | 5.0000%  | 0.0000% | $2684876.00        | $2668438.88        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-01-20      | 5.5000%  | 0.0000% | $454485.00         | $404473.49         | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-08-20      | 6.5000%  | 0.0000% | $17887424.00       | $19056751.95       | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-04-20      | 6.5000%  | 0.0000% | $8048985.00        | $7402593.34        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-04-20      | 6.5000%  | 0.0000% | $139425.00         | $144936.15         | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-07-20      | 5.0000%  | 0.0000% | $1812590.00        | $1819456.19        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2060-07-15      | 5.7000%  | 0.0000% | $1099638.00        | $1164426.95        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2060-09-15      | 4.5300%  | 0.0000% | $7488768.00        | $7363452.53        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2054-10-20      | 5.0000%  | 0.0000% | $1014852.00        | $1008495.63        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2060-06-15      | 5.6000%  | 0.0000% | $999000.00         | $1049705.67        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-05-20      | 5.5000%  | 0.0000% | $7438438.00        | $7181247.57        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-05-20      | 6.5000%  | 0.0000% | $7506986.00        | $7813695.54        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-05-20      | 5.5000%  | 0.0000% | $2311360.00        | $2295478.55        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-06-20      | 5.5000%  | 0.0000% | $5930.00           | $5901.09           | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-05-20      | 6.5000%  | 0.0000% | $2220478.00        | $2311417.68        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-06-20      | 6.5000%  | 0.0000% | $3380104.00        | $3535524.92        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-05-20      | 5.5000%  | 0.0000% | $9748211.00        | $9904759.95        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-06-20      | 5.5000%  | 0.0000% | $8010.00           | $8142.87           | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-08-20      | 6.5000%  | 0.0000% | $553377.00         | $577472.30         | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-07-20      | 6.5000%  | 0.0000% | $592235.00         | $617604.16         | Agency Mortgage-Backed Securities  |
| GNMA                             | 2064-11-15      | 5.0900%  | 0.0000% | $1486472.00        | $1501917.86        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-06-20      | 5.5000%  | 0.0000% | $5489380.00        | $5576415.28        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2065-07-20      | 6.5000%  | 0.0000% | $728911.00         | $754465.08         | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-07-20      | 5.5000%  | 0.0000% | $11193764.00       | $11384365.96       | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-10-20      | 6.0000%  | 0.0000% | $1115134.00        | $1153484.75        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2060-11-15      | 5.5500%  | 0.0000% | $1772980.00        | $1862177.74        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-07-20      | 6.5000%  | 0.0000% | $557240.00         | $577627.77         | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-07-20      | 6.5000%  | 0.0000% | $944101.00         | $984652.28         | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-08-20      | 6.5000%  | 0.0000% | $1039353.00        | $1084910.17        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-08-20      | 6.5000%  | 0.0000% | $1996000.00        | $2080841.93        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-08-20      | 6.5000%  | 0.0000% | $3636956.00        | $3809870.24        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-11-20      | 6.0000%  | 0.0000% | $10988188.00       | $11387421.84       | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-07-20      | 6.5000%  | 0.0000% | $561620.00         | $585793.58         | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-11-20      | 5.5000%  | 0.0000% | $3220976.00        | $3289550.58        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-11-20      | 6.0000%  | 0.0000% | $8622460.00        | $9160234.21        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-10-20      | 6.5000%  | 0.0000% | $928776.00         | $959943.73         | Agency Mortgage-Backed Securities  |
| GNMA                             | 2065-07-20      | 6.5000%  | 0.0000% | $4816874.00        | $4984483.36        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-09-20      | 6.5000%  | 0.0000% | $3134317.00        | $3327376.65        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-09-20      | 7.0000%  | 0.0000% | $509778.00         | $536535.42         | Agency Mortgage-Backed Securities  |
| GNMA                             | 2060-09-15      | 5.7200%  | 0.0000% | $3874360.00        | $4113746.08        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2065-09-20      | 6.5000%  | 0.0000% | $5224408.00        | $5409546.10        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-10-20      | 5.5000%  | 0.0000% | $1110558.00        | $1132822.95        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2060-11-15      | 5.5000%  | 0.0000% | $4418960.00        | $4641388.35        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-10-20      | 6.5000%  | 0.0000% | $1023224.00        | $1087297.45        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-09-20      | 6.5000%  | 0.0000% | $5491342.00        | $5809498.37        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-11-20      | 5.5000%  | 0.0000% | $392080.00         | $404403.47         | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-10-20      | 6.5000%  | 0.0000% | $1204712.00        | $1283920.05        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-11-20      | 6.0000%  | 0.0000% | $4114135.00        | $4266448.51        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-10-20      | 6.5000%  | 0.0000% | $1002000.00        | $1025806.40        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-10-20      | 6.5000%  | 0.0000% | $9740.00           | $10255.86          | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-11-20      | 5.0000%  | 0.0000% | $1008348.00        | $1013562.16        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-10-20      | 6.5000%  | 0.0000% | $1390700.00        | $1466342.12        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-11-20      | 6.0000%  | 0.0000% | $1778952.00        | $1873101.25        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-11-20      | 6.0000%  | 0.0000% | $1169039.00        | $1213524.45        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-11-20      | 6.0000%  | 0.0000% | $1463976.00        | $1541511.09        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-11-20      | 5.5000%  | 0.0000% | $12734368.00       | $13015746.60       | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-10-20      | 5.0000%  | 0.0000% | $5001815.00        | $5043505.11        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-11-20      | 6.5000%  | 0.0000% | $183193.00         | $196564.81         | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-11-20      | 6.5000%  | 0.0000% | $6305760.00        | $6689515.94        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-10-20      | 6.5000%  | 0.0000% | $627962.00         | $663508.77         | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-10-20      | 5.5000%  | 0.0000% | $1018318.00        | $1042090.31        | Agency Mortgage-Backed Securities  |
| GNMA                             | 2054-11-20      | 5.0000%  | 0.0000% | $147265024.00      | $140105231.05      | Agency Mortgage-Backed Securities  |
| GNMA                             | 2039-10-20      | 5.5000%  | 0.0000% | $223850.00         | $199763.94         | Agency Mortgage-Backed Securities  |
| GNMA                             | 2054-12-20      | 3.5000%  | 0.0000% | $73496.00          | $65869.46          | Agency Mortgage-Backed Securities  |
| GNMA                             | 2054-12-20      | 5.5000%  | 0.0000% | $190904024.00      | $173397065.33      | Agency Mortgage-Backed Securities  |
| GNMA                             | 2040-01-20      | 5.5000%  | 0.0000% | $414459.00         | $342298.11         | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-01-20      | 3.5000%  | 0.0000% | $30263.00          | $27328.90          | Agency Mortgage-Backed Securities  |
| GNMA                             | 2055-01-20      | 5.0000%  | 0.0000% | $88922930.00       | $85267133.91       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note               | 2030-04-30      | 3.8750%  | 0.0000% | $224100.00         | $227490.24         | U.S. Treasuries (including strips) |

### Security 3: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 06399K002, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: 06399K002_4.09_1201
- **C.18 - Value (incl. sponsor support):** $1517900000.00
- **C.18.a - Value (excl. sponsor support):** $1517900000.00
- **C.19 - Percentage of Net Assets:** 5.0600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $48514151.00       | $36907731.98       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2350000.00        | $1793476.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $3422260.00        | $2863072.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $25964.00          | $19092.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-02-01      | 4.0000%  | 0.0000% | $79000.00          | $66007.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $54000.00          | $40922.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1407000.00        | $1195185.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $1305416.00        | $1219666.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $69000.00          | $60572.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $13445271.00       | $12165228.77       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $94351939.00       | $82982776.15       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $25664.00          | $26121.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2046-05-01      | 4.5000%  | 0.0000% | $59992.00          | $17024.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2049-10-01      | 5.0000%  | 0.0000% | $249990.00         | $75981.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $500001.00         | $280817.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2051-03-01      | 4.0000%  | 0.0000% | $17751.00          | $5885.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2051-05-01      | 3.5000%  | 0.0000% | $648533.00         | $241563.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-06-01      | 2.0000%  | 0.0000% | $603000.00         | $314867.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $100000.00         | $60993.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $41401.00          | $27006.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $2192000.00        | $1301440.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $954105.00         | $615879.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $1627000.00        | $1028291.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2515594.00        | $2023378.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $264858.00         | $181374.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $99000.00          | $64794.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $36310.00          | $25867.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $96600.00          | $78360.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $62000.00          | $50454.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $110461.00         | $85258.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2051-10-01      | 4.0000%  | 0.0000% | $969000.00         | $733801.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1782630.00        | $1264175.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $5319076.00        | $3947520.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $56000.00          | $48917.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $100000.00         | $71815.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2037-01-01      | 5.5000%  | 0.0000% | $19375919.00       | $99663.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2037-08-01      | 6.0000%  | 0.0000% | $2014998.00        | $23959.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2029-09-01      | 4.5000%  | 0.0000% | $6656870.00        | $74918.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-12-01      | 4.0000%  | 0.0000% | $244000.00         | $24280.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2028-06-01      | 3.5000%  | 0.0000% | $322924.00         | $17071.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $1040000.00        | $644107.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $7540976.00        | $6245719.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $151611.00         | $106411.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $195000.00         | $156101.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $3691936.00        | $2876949.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $13475228.00       | $10885864.13       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $6000.00           | $5343.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $3053661.00        | $2583611.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $225974.00         | $125488.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $8000.00           | $7143.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $836999.00         | $718074.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $7000.00           | $6771.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2045-07-01      | 7.0000%  | 0.0000% | $58326.00          | $58693.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1284287.00        | $1287829.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2045-11-01      | 5.5000%  | 0.0000% | $203436.00         | $206306.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2030-10-01      | 4.0000%  | 0.0000% | $495032.00         | $18287.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $4504545.00        | $4156836.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $3017834.00        | $2751795.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.5000%  | 0.0000% | $1326300.00        | $1326143.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $194686.00         | $190400.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1194849.00        | $1223234.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1540280.00        | $1567256.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $872000.00         | $858098.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $5519000.00        | $5611144.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $5024610.00        | $5108912.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $934414.00         | $974840.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $10184.00          | $10369.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $396516.00         | $408456.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $3077060.00        | $3164356.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $2226116.00        | $1996641.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $2329919.00        | $2435681.09        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1841376.00        | $1796968.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $137532.00         | $140579.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.0000%  | 0.0000% | $94788.00          | $90747.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $25506688.00       | $25577035.45       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.5000%  | 0.0000% | $2305735.00        | $2271243.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $4603509.00        | $4600640.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $6551760.00        | $6116649.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 4.5000%  | 0.0000% | $6000.00           | $5687.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $6411516.00        | $6259221.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $21861404.00       | $16557136.45       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 6.5820%  | 0.0000% | $2110000.00        | $36666.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-07-01      | 6.5250%  | 0.0000% | $1293564.00        | $38413.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-04-01      | 7.1800%  | 0.0000% | $500000.00         | $13184.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2036-02-01      | 6.5010%  | 0.0000% | $625000.00         | $5085.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2036-05-01      | 6.2660%  | 0.0000% | $2200000.00        | $6583.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2035-06-01      | 6.3790%  | 0.0000% | $2150000.00        | $18480.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 6.4370%  | 0.0000% | $685000.00         | $7375.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-07-01      | 6.7080%  | 0.0000% | $11077488.00       | $713169.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 6.6090%  | 0.0000% | $27988383.00       | $1344199.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-11-01      | 6.7860%  | 0.0000% | $13457466.00       | $466080.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 6.3520%  | 0.0000% | $357000.00         | $15174.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2034-12-01      | 6.3450%  | 0.0000% | $21997761.00       | $33974.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-07-15      | 4.0000%  | 0.0000% | $458646.00         | $391780.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-06-01      | 4.6720%  | 0.0000% | $41358022.00       | $11737.64          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2034-04-01      | 6.5000%  | 0.0000% | $48000000.00       | $247206.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-12-25      | 0.0000%  | 0.0000% | $7948724.00        | $4860289.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2041-09-01      | 6.5800%  | 0.0000% | $1598000.00        | $18762.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2037-07-01      | 6.2870%  | 0.0000% | $10219896.00       | $598674.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2043-05-01      | 6.3840%  | 0.0000% | $10427932.00       | $316065.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2042-09-01      | 6.5890%  | 0.0000% | $48621913.00       | $2215541.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $2518596.00        | $2659524.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $9888889.00        | $9841332.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $2800285.00        | $2867139.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $19403960.00       | $14695946.03       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.0000%  | 0.0000% | $479320.00         | $500184.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $12000.00          | $11524.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $748193.00         | $748399.41         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2051-10-20      | 2.0000%  | 0.0000% | $26257482.00       | $15626996.79       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2051-11-20      | 5.0000%  | 0.0000% | $123789.00         | $57312.39          | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2051-12-20      | 5.0000%  | 0.0000% | $50000.00          | $25556.22          | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2051-12-20      | 3.0000%  | 0.0000% | $466999.00         | $290234.89         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2052-02-20      | 4.0000%  | 0.0000% | $8000.00           | $5376.01           | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-05-20      | 5.5000%  | 0.0000% | $52114944.00       | $39540244.53       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-06-20      | 4.5000%  | 0.0000% | $41782400.00       | $35163874.54       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-06-20      | 6.0000%  | 0.0000% | $140000.00         | $85619.23          | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2052-09-20      | 5.5000%  | 0.0000% | $250000.00         | $167600.96         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2052-10-20      | 5.5000%  | 0.0000% | $50000.00          | $35445.69          | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-08-20      | 5.5000%  | 0.0000% | $96512.00          | $82343.17          | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-07-20      | 6.0000%  | 0.0000% | $10000.00          | $6163.75           | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-08-20      | 6.5000%  | 0.0000% | $50000.00          | $23682.49          | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-08-20      | 7.0000%  | 0.0000% | $35000.00          | $11618.84          | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-11-20      | 5.5000%  | 0.0000% | $163000.00         | $130444.58         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-11-20      | 6.0000%  | 0.0000% | $170000.00         | $102924.42         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-04-20      | 5.5000%  | 0.0000% | $16471620.00       | $13817183.36       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-08-20      | 4.0000%  | 0.0000% | $140212.00         | $129240.62         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-06-20      | 5.5000%  | 0.0000% | $1374216.00        | $1397261.95        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-06-20      | 5.5000%  | 0.0000% | $5333337.00        | $5419786.81        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-09-20      | 7.0000%  | 0.0000% | $1121066.00        | $1175152.74        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-11-20      | 6.0000%  | 0.0000% | $2806151.00        | $2921927.18        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-09-20      | 5.5000%  | 0.0000% | $8731910.00        | $8897026.58        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-11-20      | 6.5000%  | 0.0000% | $1410901.00        | $1481797.36        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-11-20      | 6.5000%  | 0.0000% | $780464.00         | $816824.25         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-11-20      | 6.5000%  | 0.0000% | $410549.00         | $429675.25         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-11-20      | 6.0000%  | 0.0000% | $3339238.00        | $3477008.28        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-11-20      | 6.0000%  | 0.0000% | $66905.00          | $69665.03          | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-11-20      | 6.0000%  | 0.0000% | $1256779.00        | $1308631.19        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2042-06-20      | 4.0000%  | 0.0000% | $16238.00          | $882.13            | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                    | 2036-02-15      | 0.0000%  | 0.0000% | $61153500.00       | $40993331.42       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2040-02-15      | 0.0000%  | 0.0000% | $37369800.00       | $19984397.43       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2041-08-15      | 0.0000%  | 0.0000% | $11300.00          | $5552.65           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2028-07-31      | 1.0000%  | 0.0000% | $3895500.00        | $3663409.50        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2027-12-31      | 3.8750%  | 0.0000% | $40000000.00       | $40945805.43       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2028-07-31      | 4.1250%  | 0.0000% | $103970000.00      | $107081935.11      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2035-05-15      | 0.0000%  | 0.0000% | $104900810.18      | $70945571.83       | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 4.7530%  | 0.0000% | $5734816.00        | $4991018.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2036-05-01      | 7.3300%  | 0.0000% | $3225000.00        | $25321.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $1934724.00        | $1488703.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 2.5000%  | 0.0000% | $353276.00         | $256305.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.5000%  | 0.0000% | $1070294.00        | $746253.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $3702160.00        | $3744342.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $32999.00          | $23195.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2033-04-01      | 6.5000%  | 0.0000% | $6949999.00        | $8242.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2033-10-01      | 6.0860%  | 0.0000% | $3000000.00        | $24273.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-10-25      | 3.5000%  | 0.0000% | $20706496.00       | $1003221.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2041-06-25      | 3.0000%  | 0.0000% | $10831616.00       | $506054.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-04-25      | 6.0000%  | 0.0000% | $10620166.00       | $1460752.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-12-25      | 6.0000%  | 0.0000% | $4934166.00        | $904788.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2041-07-01      | 4.5000%  | 0.0000% | $50000000.00       | $5726958.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $3944536.00        | $309895.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2044-04-01      | 6.4680%  | 0.0000% | $286000.00         | $7306.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2045-01-01      | 6.4230%  | 0.0000% | $305892.00         | $11940.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2047-09-01      | 3.4200%  | 0.0000% | $1990000.00        | $1523360.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $4256912.00        | $3171205.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $472408.00         | $365752.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1480998.00        | $1502857.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-06-01      | 7.5000%  | 0.0000% | $1663930.00        | $1807921.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $18769280.00       | $18371781.03       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $271846.00         | $282284.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2080720.00        | $2140825.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1318640.00        | $1374689.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1218890.00        | $1241320.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $138000.00         | $37073.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $345000.00         | $95124.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $38176576.00       | $6990902.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $3854720.00        | $775872.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $3732700.00        | $1699443.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $1407962.00        | $839320.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $15037696.00       | $14927640.46       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1064970.00        | $1112293.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-06-01      | 7.0000%  | 0.0000% | $564655.00         | $598116.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1084136.00        | $1075995.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $146000.00         | $56572.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1620000.00        | $645014.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-04-01      | 4.0000%  | 0.0000% | $7000.00           | $5517.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $14945255.00       | $11666436.77       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-09-01      | 5.0000%  | 0.0000% | $715666.00         | $621215.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2049-07-01      | 3.0000%  | 0.0000% | $6821600.00        | $5860075.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $11705296.00       | $6214709.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-11-01      | 3.5000%  | 0.0000% | $468344.00         | $180543.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $2965210.00        | $1862179.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $5318080.00        | $3105277.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2051-05-01      | 4.0000%  | 0.0000% | $7648552.00        | $5619481.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-06-01      | 4.0000%  | 0.0000% | $813020.00         | $663308.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $28232224.00       | $27006969.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2027-08-01      | 6.0000%  | 0.0000% | $3293990.00        | $7810.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2045-10-01      | 4.5000%  | 0.0000% | $554567.00         | $67331.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2040-07-01      | 2.5000%  | 0.0000% | $970728.00         | $325994.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-01-01      | 8.0000%  | 0.0000% | $1564434.00        | $876288.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $528041.00         | $408847.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $425000.00         | $316788.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1298000.00        | $1097074.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2045-07-01      | 7.0000%  | 0.0000% | $52345.00          | $52675.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1359748.00        | $1391501.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $11081328.00       | $9589805.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $1133442.00        | $1134672.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $16413.00          | $17014.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $6028.00           | $6193.26           | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2048-05-20      | 3.5000%  | 0.0000% | $244542.00         | $29293.85          | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2048-11-20      | 4.0000%  | 0.0000% | $296713216.00      | $27341288.67       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2050-05-20      | 3.0000%  | 0.0000% | $313189815.00      | $76201583.21       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2050-06-20      | 3.0000%  | 0.0000% | $285809664.00      | $72272419.06       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2050-08-20      | 3.0000%  | 0.0000% | $6051752.00        | $2011540.61        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2051-09-20      | 3.0000%  | 0.0000% | $17630200.00       | $10043882.58       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-06-20      | 5.5000%  | 0.0000% | $143344800.00      | $109321281.82      | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-03-20      | 6.0000%  | 0.0000% | $6313952.00        | $3409925.73        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-08-20      | 6.5000%  | 0.0000% | $324505088.00      | $183207511.54      | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-08-20      | 6.0000%  | 0.0000% | $9996976.00        | $6223490.10        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-12-20      | 5.5000%  | 0.0000% | $497226.00         | $409420.86         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2050-05-20      | 5.0000%  | 0.0000% | $594641.00         | $115915.75         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-07-20      | 6.0000%  | 0.0000% | $3413388.00        | $3166641.50        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-07-20      | 6.0000%  | 0.0000% | $781572.00         | $779945.58         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-05-20      | 7.5000%  | 0.0000% | $1504480.00        | $586003.55         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-01-20      | 7.5000%  | 0.0000% | $1575002.00        | $1050001.96        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-12-20      | 7.5000%  | 0.0000% | $1257818.00        | $1353397.64        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-03-20      | 5.5000%  | 0.0000% | $5093992.00        | $4785969.77        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-03-20      | 5.5000%  | 0.0000% | $2581560.00        | $2155634.55        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-01-20      | 6.0000%  | 0.0000% | $1048640.00        | $1094015.62        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-07-20      | 6.0000%  | 0.0000% | $1414819.00        | $1475509.65        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-07-20      | 6.5000%  | 0.0000% | $1923038.00        | $2005712.47        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-08-20      | 6.0000%  | 0.0000% | $17008380.00       | $17536678.17       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-05-20      | 5.5000%  | 0.0000% | $3125616.00        | $3172731.85        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-11-20      | 6.0000%  | 0.0000% | $1120812.00        | $1159132.56        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-09-20      | 5.5000%  | 0.0000% | $7891592.00        | $8041312.24        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-10-20      | 6.5000%  | 0.0000% | $1340052.00        | $1402481.00        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-10-20      | 6.5000%  | 0.0000% | $298366.00         | $315279.94         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-11-20      | 5.0000%  | 0.0000% | $29994000.00       | $28535739.08       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-01-20      | 5.5000%  | 0.0000% | $264595.00         | $236099.49         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $29998000.00       | $29686420.72       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-05-20      | 5.0000%  | 0.0000% | $22364384.00       | $22131225.79       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-05-20      | 5.5000%  | 0.0000% | $787869.00         | $785871.83         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-07-20      | 5.5000%  | 0.0000% | $14454520.00       | $14534207.83       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-08-20      | 5.0000%  | 0.0000% | $12857760.00       | $12831798.50       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-07-20      | 6.5000%  | 0.0000% | $371449.00         | $392268.19         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-08-20      | 6.0000%  | 0.0000% | $512595.00         | $531325.46         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-11-20      | 6.0000%  | 0.0000% | $4058610.00        | $4197373.87        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2040-07-20      | 4.5000%  | 0.0000% | $286000.00         | $10469.90          | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2040-10-20      | 4.5000%  | 0.0000% | $271000.00         | $12320.45          | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2041-06-20      | 4.5000%  | 0.0000% | $320967.00         | $13095.28          | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2041-12-20      | 3.5000%  | 0.0000% | $5996192.00        | $429949.17         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-12-20      | 5.0000%  | 0.0000% | $1034341.00        | $1032177.23        | Agency Mortgage-Backed Securities         |

### Security 4: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799K008, C.3 - LEI: N/A, C.5 - Other ID: 06799K008_4.08_1201
- **C.18 - Value (incl. sponsor support):** $890000000.00
- **C.18.a - Value (excl. sponsor support):** $890000000.00
- **C.19 - Percentage of Net Assets:** 2.9600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 | 2027-09-30      | 0.3750%  | 0.0000% | $148172100.00      | $140066912.72      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $121132200.00      | $113886298.26      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $101618000.00      | $104197179.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $253555900.00      | $256823630.38      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $285097600.00      | $292826064.69      | U.S. Treasuries (including strips) |

### Security 5: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 165999004, C.3 - LEI: N/A, C.5 - Other ID: 165999004_4.08_1201
- **C.18 - Value (incl. sponsor support):** $140300000.00
- **C.18.a - Value (excl. sponsor support):** $140300000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 | 2028-02-15      | 2.7500%  | 0.0000% | $144252500.00      | $143106048.55      | U.S. Treasuries (including strips) |

### Security 6: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 165999004, C.3 - LEI: N/A, C.5 - Other ID: 165999004_4.09_1201
- **C.18 - Value (incl. sponsor support):** $356000000.00
- **C.18.a - Value (excl. sponsor support):** $356000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2031-02-01      | 5.0000%  | 0.0000% | $4059968.00        | $169618.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $29310432.00       | $2739231.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 2.0000%  | 0.0000% | $777742.00         | $34362.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $90000.00          | $11684.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $600000.00         | $129457.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $9444256.00        | $3192926.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $1826018.00        | $388936.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $73706.00          | $9322.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 3.5000%  | 0.0000% | $1793400.00        | $169782.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $1500000.00        | $14750.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 6.5000%  | 0.0000% | $48755008.00       | $583928.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 4.5000%  | 0.0000% | $334538.00         | $299915.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $49819.00          | $49398.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $3897688.00        | $3405586.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1952112.00        | $1679276.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $92036.00          | $85271.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $55502.00          | $34076.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $3177188.00        | $2411869.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $107291.00         | $99124.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.0000%  | 0.0000% | $1000000.00        | $530841.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.0000%  | 0.0000% | $1149192.00        | $1075842.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $1180754.00        | $991631.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $2179520.00        | $2153898.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.0000%  | 0.0000% | $437135.00         | $399356.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $2698848.00        | $2738813.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $3350296.00        | $3403617.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1789730.00        | $1874242.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1180702.00        | $1202946.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $6010330.00        | $6116664.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $4086952.00        | $4245827.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $10136200.00       | $10520595.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $7722272.00        | $7924401.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 4.0000%  | 0.0000% | $1075582.00        | $1029702.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1437732.00        | $1514821.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.0000%  | 0.0000% | $1009316.00        | $1017624.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 7.0000%  | 0.0000% | $1201930.00        | $1278625.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $1310350.00        | $1316544.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1184752.00        | $1211714.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.5000%  | 0.0000% | $1548590.00        | $1586006.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $3671480.00        | $3704256.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1125000.00        | $1134217.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $2411144.00        | $2476389.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1560320.00        | $1597817.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 5.0000%  | 0.0000% | $14189600.00       | $14417953.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $3451712.00        | $3468708.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $750000.00         | $240643.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-06-01      | 4.5000%  | 0.0000% | $2070328.00        | $505093.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.0000%  | 0.0000% | $4590416.00        | $404003.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $936000.00         | $82521.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $1250000.00        | $158767.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 2.5000%  | 0.0000% | $2275904.00        | $572938.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.5000%  | 0.0000% | $8316672.00        | $1730943.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $90000.00          | $56859.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $75000.00          | $37467.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $193849.00         | $94455.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.5000%  | 0.0000% | $165542.00         | $114602.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $2742704.00        | $2660154.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $3292060.00        | $3325236.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $1547820.00        | $1536087.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.5000%  | 0.0000% | $1276712.00        | $1309105.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $1241248.00        | $888943.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $83524.00          | $68826.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1031348.00        | $751042.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 4.4500%  | 0.0000% | $2080200.00        | $2118815.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $47000.00          | $13114.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 6.0000%  | 0.0000% | $350000.00         | $45434.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 3.5000%  | 0.0000% | $100000.00         | $31027.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 2.5000%  | 0.0000% | $273771.00         | $72582.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 3.0000%  | 0.0000% | $228753.00         | $68811.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $237674.00         | $93900.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1812900.00        | $982399.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $1005000.00        | $544152.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 2.5000%  | 0.0000% | $19000.00          | $8849.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 4.5000%  | 0.0000% | $1047516.00        | $577359.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 1.0000%  | 0.0000% | $33104768.00       | $20224952.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $12000.00          | $7375.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $50000.00          | $30898.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $23512800.00       | $16976121.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $265000.00         | $169469.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $6900000.00        | $4827197.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 2.5000%  | 0.0000% | $352422.00         | $256027.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $453527.00         | $302757.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 7.0000%  | 0.0000% | $1097524.00        | $635808.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 4.0000%  | 0.0000% | $1116486.00        | $809370.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.0000%  | 0.0000% | $30000.00          | $23885.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1500000.00        | $1251026.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $7340000.00        | $6082170.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $5995440.00        | $5466077.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $795000.00         | $478262.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $49300.00          | $40061.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $49000.00          | $44090.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $4777000.00        | $4389236.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $25000000.00       | $23769706.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $22726624.00       | $18066370.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $718094.00         | $609931.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 2.0000%  | 0.0000% | $29295552.00       | $26632748.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 3.5000%  | 0.0000% | $234000.00         | $67872.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $1313558.00        | $724794.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $2485832.00        | $1786960.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 4.0000%  | 0.0000% | $4031950.00        | $2792697.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $400000.00         | $215991.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1079000.00        | $1002626.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-25      | 2.0000%  | 0.0000% | $100000.00         | $70874.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 7.0000%  | 0.0000% | $19083020.00       | $17161128.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 4.5000%  | 0.0000% | $32238560.00       | $31884118.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $46211072.00       | $48696313.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 5.5000%  | 0.0000% | $1324990.00        | $6125.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $131997.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 4.5000%  | 0.0000% | $300000.00         | $25198.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 3.5000%  | 0.0000% | $355842.00         | $27658.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.0000%  | 0.0000% | $16158000.00       | $752889.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 1.5000%  | 0.0000% | $19925000.00       | $10464488.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 3.5000%  | 0.0000% | $462441.00         | $427369.12         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2050-12-20      | 3.5000%  | 0.0000% | $475000.00         | $163084.11         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-11-20      | 5.0000%  | 0.0000% | $2089636.00        | $2088543.12        | Agency Mortgage-Backed Securities |

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4ZG9, C.4 - ISIN: US3130B4ZG95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $263001251.88
- **C.18.a - Value (excl. sponsor support):** $263001251.88
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53E6, C.4 - ISIN: US3130B53E63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175497641.28
- **C.18.a - Value (excl. sponsor support):** $175497641.28
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B55E4, C.4 - ISIN: US3130B55E46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $219997019.00
- **C.18.a - Value (excl. sponsor support):** $219997019.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5EN4, C.4 - ISIN: US3130B5EN41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $176008810.56
- **C.18.a - Value (excl. sponsor support):** $176008810.56
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RJ9, C.4 - ISIN: US3130B5RJ91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205000446.90
- **C.18.a - Value (excl. sponsor support):** $205000446.90
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.170000%
- **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):** $87525493.13
- **C.18.a - Value (excl. sponsor support):** $87525493.13
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **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):** $49997375.00
- **C.18.a - Value (excl. sponsor support):** $49997375.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.115000%
- **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):** $128496071.76
- **C.18.a - Value (excl. sponsor support):** $128496071.76
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LT9, C.4 - ISIN: US3130B7LT93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $127052294.22
- **C.18.a - Value (excl. sponsor support):** $127052294.22
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TJ3, C.4 - ISIN: US3130B7TJ30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83997144.84
- **C.18.a - Value (excl. sponsor support):** $83997144.84
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TP9, C.4 - ISIN: US3130B7TP99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124995847.50
- **C.18.a - Value (excl. sponsor support):** $124995847.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84B5, C.4 - ISIN: US3130B84B51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999326.50
- **C.18.a - Value (excl. sponsor support):** $149999326.50
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85P3, C.4 - ISIN: US3130B85P39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128998817.07
- **C.18.a - Value (excl. sponsor support):** $128998817.07
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119999186.40
- **C.18.a - Value (excl. sponsor support):** $119999186.40
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $636492463.84
- **C.18.a - Value (excl. sponsor support):** $636492463.84
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8J37, C.4 - ISIN: US3130B8J371, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $325498437.60
- **C.18.a - Value (excl. sponsor support):** $325498437.60
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? 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 4.050000%
- **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):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QN5, C.4 - ISIN: US3130B8QN51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205009520.20
- **C.18.a - Value (excl. sponsor support):** $205009520.20
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 25: 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: 313313SA7, C.4 - ISIN: US313313SA72, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $206889943.52
- **C.18.a - Value (excl. sponsor support):** $206889943.52
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PY6, C.4 - ISIN: US313385PY62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5347417.61
- **C.18.a - Value (excl. sponsor support):** $5347417.61
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QJ8, C.4 - ISIN: US313385QJ86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244186565.67
- **C.18.a - Value (excl. sponsor support):** $244186565.67
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385RL2
- **C.18 - Value (incl. sponsor support):** $428311355.60
- **C.18.a - Value (excl. sponsor support):** $428311355.60
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp.
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397RS2, C.4 - ISIN: US313397RS23, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $557462500.00
- **C.18.a - Value (excl. sponsor support):** $557462500.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **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):** $176047898.40
- **C.18.a - Value (excl. sponsor support):** $176047898.40
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4M0, C.4 - ISIN: US3133ER4M08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89998822.80
- **C.18.a - Value (excl. sponsor support):** $89998822.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.185000%
- **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):** $59030386.77
- **C.18.a - Value (excl. sponsor support):** $59030386.77
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **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):** $86557665.23
- **C.18.a - Value (excl. sponsor support):** $86557665.23
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.185000%
- **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):** $260469593.80
- **C.18.a - Value (excl. sponsor support):** $260469593.80
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 1.000000%
- **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):** $89989920.00
- **C.18.a - Value (excl. sponsor support):** $89989920.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 1.000000%
- **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):** $150983088.00
- **C.18.a - Value (excl. sponsor support):** $150983088.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $386487720.90
- **C.18.a - Value (excl. sponsor support):** $386487720.90
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETD20, C.4 - ISIN: US3133ETD205, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $165995662.42
- **C.18.a - Value (excl. sponsor support):** $165995662.42
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **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 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.150000%
- **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):** $68786915.62
- **C.18.a - Value (excl. sponsor support):** $68786915.62
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.150000%
- **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):** $85995294.08
- **C.18.a - Value (excl. sponsor support):** $85995294.08
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.150000%
- **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):** $128953758.66
- **C.18.a - Value (excl. sponsor support):** $128953758.66
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.115000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRM1, C.4 - ISIN: US3133ETRM18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $178999618.73
- **C.18.a - Value (excl. sponsor support):** $178999618.73
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63548241.59
- **C.18.a - Value (excl. sponsor support):** $63548241.59
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSF5, C.4 - ISIN: US3133ETSF57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $54998254.85
- **C.18.a - Value (excl. sponsor support):** $54998254.85
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.115000%
- **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):** $24999744.50
- **C.18.a - Value (excl. sponsor support):** $24999744.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127240650.94
- **C.18.a - Value (excl. sponsor support):** $127240650.94
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUW5, C.4 - ISIN: US3133ETUW52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $210005100.90
- **C.18.a - Value (excl. sponsor support):** $210005100.90
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVX2, C.4 - ISIN: US3133ETVX27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $246981299.63
- **C.18.a - Value (excl. sponsor support):** $246981299.63
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 49: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $262793874.00
- **C.18.a - Value (excl. sponsor support):** $262793874.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **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):** $55033700.70
- **C.18.a - Value (excl. sponsor support):** $55033700.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 51: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.160000%
- **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):** $26510289.95
- **C.18.a - Value (excl. sponsor support):** $26510289.95
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.145000%
- **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):** $73537009.46
- **C.18.a - Value (excl. sponsor support):** $73537009.46
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 53: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **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):** $200320208.00
- **C.18.a - Value (excl. sponsor support):** $200320208.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 54: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc.
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589RW5, C.4 - ISIN: US313589RW58, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $333347099.95
- **C.18.a - Value (excl. sponsor support):** $333347099.95
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.150000%
- **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):** $130568977.08
- **C.18.a - Value (excl. sponsor support):** $130568977.08
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 56: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.170000%
- **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):** $60023541.00
- **C.18.a - Value (excl. sponsor support):** $60023541.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 57: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.185000%
- **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):** $213450666.12
- **C.18.a - Value (excl. sponsor support):** $213450666.12
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 58: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.190000%
- **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):** $367104088.54
- **C.18.a - Value (excl. sponsor support):** $367104088.54
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 59: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.190000%
- **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):** $73794690.29
- **C.18.a - Value (excl. sponsor support):** $73794690.29
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 60: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.190000%
- **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):** $238018042.13
- **C.18.a - Value (excl. sponsor support):** $238018042.13
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 61: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_4.09_1201
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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.      | 2033-06-01      | 3.0000%  | 0.0000% | $1051000.00        | $118502.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2027-03-01      | 3.0000%  | 0.0000% | $2775000.00        | $24223.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-11-01      | 5.0000%  | 0.0000% | $505894.00         | $38561.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.0000%  | 0.0000% | $1323466.00        | $316863.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 3.5000%  | 0.0000% | $110000.00         | $36167.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.0000%  | 0.0000% | $2899000.00        | $429305.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2043-10-01      | 3.0000%  | 0.0000% | $513000.00         | $117630.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $13297520.00       | $9708330.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $100000.00         | $66834.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $28414.00          | $22282.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 7.0000%  | 0.0000% | $17641.00          | $12738.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $3445440.00        | $2961239.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2042-01-25      | 4.0000%  | 0.0000% | $1500000.00        | $220966.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2041-09-25      | 2.0000%  | 0.0000% | $195000.00         | $9506.16           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2042-03-25      | 4.2500%  | 0.0000% | $2286000.00        | $562788.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2042-09-25      | 3.0000%  | 0.0000% | $2000000.00        | $126199.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-03-25      | 3.0000%  | 0.0000% | $1000000.00        | $869222.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2046-03-25      | 1.7500%  | 0.0000% | $23200000.00       | $4358840.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2057-06-25      | 4.0000%  | 0.0000% | $75000.00          | $90470.90          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-06-25      | 3.5000%  | 0.0000% | $630812.00         | $631555.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-07-25      | 3.5000%  | 0.0000% | $1269570.00        | $1126131.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-09-25      | 2.5000%  | 0.0000% | $4150000.00        | $2154781.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-07-25      | 2.0000%  | 0.0000% | $1900000.00        | $1336900.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-08-25      | 2.0000%  | 0.0000% | $130000.00         | $98576.87          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-03-25      | 4.0000%  | 0.0000% | $1522000.00        | $1027051.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-12-25      | 5.0000%  | 0.0000% | $1879000.00        | $1171045.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-11-25      | 5.0000%  | 0.0000% | $20128000.00       | $12987212.48       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-06-25      | 5.0000%  | 0.0000% | $4934536.00        | $4964088.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2036-07-25      | 5.0000%  | 0.0000% | $13665000.00       | $13278151.38       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2043-08-15      | 3.0000%  | 0.0000% | $3250000.00        | $1540620.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2026-11-25      | 3.4390%  | 0.0000% | $15000000.00       | $14950323.75       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2027-01-25      | 3.5130%  | 0.0000% | $12000000.00       | $11964921.00       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-09-25      | 4.6463%  | 0.0000% | $11100000.00       | $3841677.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-09-25      | 4.6463%  | 0.0000% | $10350000.00       | $3140737.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2032-11-25      | 3.4590%  | 0.0000% | $6035000.00        | $5820107.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-04-25      | 3.9000%  | 0.0000% | $11000000.00       | $11049819.00       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-06-25      | 3.9260%  | 0.0000% | $2036000.00        | $2046952.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-12-25      | 4.8563%  | 0.0000% | $27250000.00       | $3878044.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2026-07-25      | 2.2820%  | 0.0000% | $140000000.00      | $122867997.64      | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-03-25      | 4.6463%  | 0.0000% | $26284000.00       | $6445515.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-07-25      | 4.4018%  | 0.0000% | $1655500.00        | $606121.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-01-25      | 4.4519%  | 0.0000% | $6000000.00        | $3630534.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2032-07-25      | 3.5000%  | 0.0000% | $85000000.00       | $82244215.00       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2032-11-26      | 5.0819%  | 0.0000% | $116500000.00      | $108210111.63      | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2032-11-26      | 5.0419%  | 0.0000% | $117000000.00      | $113814667.33      | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2032-01-25      | 4.5830%  | 0.0000% | $30000000.00       | $30459697.50       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $39000.00          | $6728.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2048-03-01      | 4.5000%  | 0.0000% | $115000.00         | $48456.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $795426.00         | $199049.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $38000.00          | $24061.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2038-12-01      | 6.0000%  | 0.0000% | $1275254.00        | $15422.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2027-12-01      | 3.0000%  | 0.0000% | $500000.00         | $13971.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $1725000.00        | $108064.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-02-01      | 3.0000%  | 0.0000% | $496052.00         | $35575.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-03-01      | 4.5000%  | 0.0000% | $1067892.00        | $143913.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $3850256.00        | $3759793.70        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2047-05-20      | 4.0000%  | 0.0000% | $151969013.00      | $14054741.24       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-08-20      | 6.0000%  | 0.0000% | $11415000.00       | $8199947.84        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2026-07-20      | 3.0000%  | 0.0000% | $1749999.00        | $5036.88           | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2039-11-15      | 5.0000%  | 0.0000% | $171002.00         | $7002.23           | Agency Mortgage-Backed Securities         |

### Security 62: HSBC USA, Inc.

- **C.1 - Title:** HSBC USA, Inc. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 4049YJ005, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 4049YJ005_4.08_1201
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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      | 0.0000%  | 0.0000% | $3192000.00        | $2908920.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 0.0000%  | 0.0000% | $69300.00          | $57409.23          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-02-15      | 0.0000%  | 0.0000% | $395000.00         | $238305.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 0.0000%  | 0.0000% | $18456500.00       | $8767723.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-05-15      | 0.0000%  | 0.0000% | $36841100.00       | $13201418.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-08-15      | 0.0000%  | 0.0000% | $6965200.00        | $2227902.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 0.0000%  | 0.0000% | $81900000.00       | $37334606.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-05-15      | 0.0000%  | 0.0000% | $187394000.00      | $50602001.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-02-15      | 0.0000%  | 0.0000% | $103208000.00      | $26035456.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 2.2500%  | 0.0000% | $17698200.00       | $13291489.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-05-15      | 4.7500%  | 0.0000% | $9107300.00        | $9229654.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 0.0000%  | 0.0000% | $346000.00         | $266284.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 0.0000%  | 0.0000% | $4272000.00        | $3110853.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $14376600.00       | $18663778.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 0.6250%  | 0.0000% | $23024000.00       | $22605539.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 0.1250%  | 0.0000% | $23101900.00       | $27217215.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 0.0000%  | 0.0000% | $13181107.18       | $12294255.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-08-15      | 0.0000%  | 0.0000% | $45623787.52       | $27377374.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-05-15      | 0.0000%  | 0.0000% | $21183264.00       | $11492725.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 0.0000%  | 0.0000% | $116013957.12      | $51427014.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 0.0000%  | 0.0000% | $35147816.96       | $14276059.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 0.0000%  | 0.0000% | $38586163.20       | $15286062.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-05-15      | 0.0000%  | 0.0000% | $30357135.36       | $10637808.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-05-15      | 0.0000%  | 0.0000% | $52484014.08       | $15842772.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-08-15      | 0.0000%  | 0.0000% | $46765670.40       | $13272331.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-08-15      | 0.0000%  | 0.0000% | $1372250.00        | $335034.84         | U.S. Treasuries (including strips) |

### Security 63: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_4.03_1201
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2036-02-15      | 0.0000%  | 0.0000% | $669000.00         | $448454.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 6.6250%  | 0.0000% | $665400.00         | $703290.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $22431600.00       | $22825120.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $35936200.00       | $37055581.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $1702000.00        | $1730714.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 0.0000%  | 0.0000% | $22837985.28       | $19989083.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-08-15      | 0.0000%  | 0.0000% | $47779321.41       | $19247756.29       | U.S. Treasuries (including strips) |

### Security 64: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_4.08_1201
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 | 2046-02-15      | 2.5000%  | 0.0000% | $261823600.00      | $189417632.38      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $45985000.00       | $43911481.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 4.6250%  | 0.0000% | $42478900.00       | $44110113.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $8492000.00        | $8596895.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $19608900.00       | $19963936.18       | U.S. Treasuries (including strips) |

### Security 65: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_4.09_1201
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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.      | 2049-03-25      | 0.0000%  | 0.0000% | $42681760.00       | $40229564.84       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-10-25      | 0.0000%  | 0.0000% | $8784000.00        | $6127507.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2042-07-25      | 4.0000%  | 0.0000% | $8095214.00        | $78325.04          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2042-12-25      | 3.0000%  | 0.0000% | $24500000.00       | $137651.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-03-25      | 4.5000%  | 0.0000% | $54166587.00       | $73423.38          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-07-25      | 3.5000%  | 0.0000% | $32500000.00       | $435680.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-11-25      | 4.0000%  | 0.0000% | $42614016.00       | $474728.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-07-25      | 4.0000%  | 0.0000% | $48352256.00       | $850556.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-01-25      | 3.5000%  | 0.0000% | $14346336.00       | $713107.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-06-25      | 5.0000%  | 0.0000% | $162897408.00      | $9195907.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-07-25      | 3.5000%  | 0.0000% | $42139264.00       | $2697839.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-09-25      | 2.0000%  | 0.0000% | $50000000.00       | $3654748.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-12-25      | 2.0000%  | 0.0000% | $39515000.00       | $3793254.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-11-25      | 4.0000%  | 0.0000% | $88218240.00       | $6569998.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-02-25      | 3.5000%  | 0.0000% | $33838656.00       | $2265377.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-02-25      | 3.5000%  | 0.0000% | $40566528.00       | $3318656.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-25      | 3.0000%  | 0.0000% | $32910656.00       | $1941758.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-25      | 3.0000%  | 0.0000% | $27013824.00       | $1703180.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-25      | 3.0000%  | 0.0000% | $36789312.00       | $3658390.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-08-25      | 3.0000%  | 0.0000% | $114032128.00      | $9203550.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-12-25      | 3.0000%  | 0.0000% | $30000000.00       | $3059234.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-12-25      | 3.0000%  | 0.0000% | $15038784.00       | $1534941.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-07-25      | 5.0000%  | 0.0000% | $19929400.00       | $2653864.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-12-25      | 4.0000%  | 0.0000% | $10000000.00       | $1657504.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-04-25      | 5.0000%  | 0.0000% | $94763136.00       | $14313245.07       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-25      | 5.5000%  | 0.0000% | $8048816.00        | $815013.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-05-25      | 6.0000%  | 0.0000% | $2290624.00        | $380083.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-03-25      | 5.5000%  | 0.0000% | $9847632.00        | $1013997.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2036-02-25      | 6.0000%  | 0.0000% | $3854164.00        | $553678.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-10-25      | 6.0000%  | 0.0000% | $5637264.00        | $890617.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2042-10-15      | 4.5000%  | 0.0000% | $94872576.00       | $955897.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-11-15      | 3.5000%  | 0.0000% | $29222200.00       | $121594.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2049-02-25      | 2.7099%  | 0.0000% | $5000000.00        | $572917.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2044-10-25      | 2.1276%  | 0.0000% | $8733984.00        | $306125.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-02-25      | 2.3924%  | 0.0000% | $1750000.00        | $129744.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-08-27      | 1.6658%  | 0.0000% | $4000000.00        | $137957.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-09-25      | 2.8215%  | 0.0000% | $2000000.00        | $233134.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2034-10-25      | 2.8297%  | 0.0000% | $8022340.00        | $1047239.22        | Agency Mortgage-Backed Securities         |

### Security 66: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: 66585Q007_4.08_1201
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51284526.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51284526.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51284526.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51284526.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51284526.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $22642100.00       | $23223787.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51284526.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51284526.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51284526.55       | U.S. Treasuries (including strips) |

### Security 67: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 795993005, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795993005_4.08_1201
- **C.18 - Value (incl. sponsor support):** $125200000.00
- **C.18.a - Value (excl. sponsor support):** $125200000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $106.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $900.00            | $913.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $46000.00          | $48167.80          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-01-15      | 1.7500%  | 0.0000% | $2293600.00        | $2455804.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $122602800.00      | $125199900.45      | U.S. Treasuries (including strips) |

### Security 68: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_4.08_1201
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 6.6600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 | 2031-09-30      | 3.6250%  | 0.0000% | $305389000.00      | $306682349.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $1264785700.00     | $1326169076.41     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-30      | 4.1250%  | 0.0000% | $384172500.00      | $401373673.86      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $6398600.00        | $5774971.26        | U.S. Treasuries (including strips) |

### Security 69: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397817348.00
- **C.18.a - Value (excl. sponsor support):** $397817348.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $183475764.65
- **C.18.a - Value (excl. sponsor support):** $183475764.65
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $182944372.50
- **C.18.a - Value (excl. sponsor support):** $182944372.50
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $356987907.28
- **C.18.a - Value (excl. sponsor support):** $356987907.28
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $344174061.00
- **C.18.a - Value (excl. sponsor support):** $344174061.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 74: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $829097375.00
- **C.18.a - Value (excl. sponsor support):** $829097375.00
- **C.19 - Percentage of Net Assets:** 2.7600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $538173601.20
- **C.18.a - Value (excl. sponsor support):** $538173601.20
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $547889165.67
- **C.18.a - Value (excl. sponsor support):** $547889165.67
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1499836410.00
- **C.18.a - Value (excl. sponsor support):** $1499836410.00
- **C.19 - Percentage of Net Assets:** 5.0000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $499567755.00
- **C.18.a - Value (excl. sponsor support):** $499567755.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $494079895.00
- **C.18.a - Value (excl. sponsor support):** $494079895.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $306122792.80
- **C.18.a - Value (excl. sponsor support):** $306122792.80
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397886596.00
- **C.18.a - Value (excl. sponsor support):** $397886596.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $346873419.20
- **C.18.a - Value (excl. sponsor support):** $346873419.20
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396518188.00
- **C.18.a - Value (excl. sponsor support):** $396518188.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $343932081.50
- **C.18.a - Value (excl. sponsor support):** $343932081.50
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 85: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.025400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $835060687.80
- **C.18.a - Value (excl. sponsor support):** $835060687.80
- **C.19 - Percentage of Net Assets:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.930400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $714601249.66
- **C.18.a - Value (excl. sponsor support):** $714601249.66
- **C.19 - Percentage of Net Assets:** 2.3800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: N/A, C.5 - Other ID: 94974A003_4.08_1201
- **C.18 - Value (incl. sponsor support):** $264400000.00
- **C.18.a - Value (excl. sponsor support):** $264400000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 | 2027-07-15      | 0.3750%  | 0.0000% | $2501719.75        | $3289137.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $29275062.05       | $38004309.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-15      | 0.8750%  | 0.0000% | $3335339.90        | $4254306.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-15      | 0.6250%  | 0.0000% | $965225.25         | $1318647.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $30686098.75       | $40818476.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $51161.40          | $61620.12          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $20358.80          | $24525.82          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-15      | 0.1250%  | 0.0000% | $36957501.50       | $43356112.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-15      | 0.1250%  | 0.0000% | $40406930.00       | $45806817.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 0.1250%  | 0.0000% | $2093254.80        | $2465124.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-15      | 0.1250%  | 0.0000% | $8998358.25        | $9734695.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 0.1250%  | 0.0000% | $235514.30         | $266050.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-15      | 0.6250%  | 0.0000% | $14760791.00       | $15695054.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $5890468.45        | $6534141.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $506458.20         | $538655.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $208248.05         | $225534.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $7003526.35        | $7430480.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $21176390.90       | $23305245.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-01-15      | 1.7500%  | 0.0000% | $2047447.50        | $2192243.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $200349.10         | $210537.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $17730829.25       | $18961155.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $3628923.05        | $3756190.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.1250%  | 0.0000% | $1440814.75        | $1438943.80        | U.S. Treasuries (including strips) |

### Security 88: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: N/A, C.5 - Other ID: 94974A003_4.09_1201
- **C.18 - Value (incl. sponsor support):** $604900000.00
- **C.18.a - Value (excl. sponsor support):** $604900000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2042-04-20      | 4.0000%  | 0.0000% | $4837072.77        | $259417.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-01-20      | 4.0000%  | 0.0000% | $1817502.03        | $168754.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-05-20      | 6.0000%  | 0.0000% | $4369857.42        | $318937.29         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-10-20      | 4.0000%  | 0.0000% | $621119.39         | $40541.62          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-11-20      | 2.5000%  | 0.0000% | $20163.33          | $2530.73           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 6.5000%  | 0.0000% | $1344222.22        | $154829.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-04-20      | 4.0000%  | 0.0000% | $1387909.44        | $121344.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-07-20      | 4.0000%  | 0.0000% | $33927065.28       | $2752657.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-10-20      | 4.0000%  | 0.0000% | $180000326.22      | $13635426.78       | Agency Mortgage-Backed Securities |
| GNMA          | 2045-12-20      | 3.0000%  | 0.0000% | $13978071.54       | $1587550.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-12-20      | 4.0000%  | 0.0000% | $54714088.83       | $4829018.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-01-20      | 3.0000%  | 0.0000% | $37912200.92       | $4310880.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-20      | 4.5000%  | 0.0000% | $1329763.77        | $104694.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-06-20      | 3.5000%  | 0.0000% | $336055.56         | $36355.07          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-08-20      | 3.5000%  | 0.0000% | $40326666.67       | $4654487.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 3.5000%  | 0.0000% | $268844.44         | $32041.60          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-07-20      | 4.0000%  | 0.0000% | $119946811.31      | $10836050.11       | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 5.5000%  | 0.0000% | $4599230.12        | $409763.25         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 6.0000%  | 0.0000% | $156601.89         | $22230.34          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 4.0000%  | 0.0000% | $3831033.33        | $374945.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-09-20      | 3.0000%  | 0.0000% | $268844.44         | $27322.35          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-20      | 3.5000%  | 0.0000% | $43170813.72       | $5048318.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-05-20      | 3.0000%  | 0.0000% | $14522629.41       | $2300792.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-06-20      | 4.0000%  | 0.0000% | $45675165.58       | $4094427.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 2.5000%  | 0.0000% | $134422.22         | $24100.02          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-09-20      | 5.0000%  | 0.0000% | $11993270.30       | $918675.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-10-20      | 3.5000%  | 0.0000% | $127029.00         | $13687.67          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-02-20      | 4.0000%  | 0.0000% | $178445.50         | $20106.99          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-02-20      | 3.5000%  | 0.0000% | $181101484.84      | $18594759.57       | Agency Mortgage-Backed Securities |
| GNMA          | 2034-03-20      | 4.0000%  | 0.0000% | $414033.21         | $43336.83          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-04-20      | 4.5000%  | 0.0000% | $34714.54          | $5264.96           | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 3.0000%  | 0.0000% | $304516.07         | $39050.15          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-08-20      | 4.5000%  | 0.0000% | $227857.09         | $44655.23          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 3.0000%  | 0.0000% | $10842118.72       | $1474271.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 2.5000%  | 0.0000% | $33639161.11       | $5661512.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2036-01-20      | 2.5000%  | 0.0000% | $1056053.91        | $389016.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 1.5000%  | 0.0000% | $47241171.70       | $25051689.31       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $32861676.42       | $14591084.89       | Agency Mortgage-Backed Securities |
| GNMA          | 2049-12-20      | 2.5000%  | 0.0000% | $1814700.00        | $360901.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2034-11-20      | 2.0000%  | 0.0000% | $219528.29         | $34714.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2035-02-20      | 3.0000%  | 0.0000% | $1873964.07        | $267238.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 2.5000%  | 0.0000% | $16214680.56       | $3302841.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-20      | 3.0000%  | 0.0000% | $47953958.30       | $10285226.62       | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-20      | 4.5000%  | 0.0000% | $3152662.85        | $578390.97         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 2.5000%  | 0.0000% | $2949661.77        | $863080.78         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 2.0000%  | 0.0000% | $255952944.69      | $116602837.39      | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 3.5000%  | 0.0000% | $1619787.78        | $508569.97         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 2.5000%  | 0.0000% | $126054652.62      | $50364964.03       | Agency Mortgage-Backed Securities |
| GNMA          | 2037-05-20      | 4.0000%  | 0.0000% | $129251.00         | $52227.60          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 3.0000%  | 0.0000% | $98547434.05       | $67086089.43       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 3.0000%  | 0.0000% | $516181.33         | $350088.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 3.0000%  | 0.0000% | $9254896.74        | $4178750.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $27004130.63       | $13602809.82       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 5.5000%  | 0.0000% | $739322.22         | $343640.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 1.5000%  | 0.0000% | $1121044.37        | $674170.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-10-20      | 6.0000%  | 0.0000% | $87374.44          | $29085.28          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $2523027.82        | $1437362.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 1.5000%  | 0.0000% | $8884044.65        | $5351355.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-01-20      | 2.5000%  | 0.0000% | $185723988.82      | $118010867.85      | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1863252.63        | $1139501.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 4.5000%  | 0.0000% | $13898154.17       | $11000783.70       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 5.5000%  | 0.0000% | $3952013.33        | $3367759.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2038-09-20      | 6.5000%  | 0.0000% | $73932.22          | $29513.35          | Agency Mortgage-Backed Securities |
| GNMA          | 2029-12-20      | 3.5000%  | 0.0000% | $958472.12         | $703799.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-11-20      | 3.5000%  | 0.0000% | $313765.66         | $121834.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-11-20      | 4.0000%  | 0.0000% | $29451.24          | $5668.47           | Agency Mortgage-Backed Securities |
| GNMA          | 2048-02-20      | 3.5000%  | 0.0000% | $1022324.69        | $357700.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-05-20      | 4.5000%  | 0.0000% | $4545640.01        | $1441889.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 4.0000%  | 0.0000% | $268844.44         | $68158.04          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $1998858.44        | $982405.97         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 2.5000%  | 0.0000% | $201633.33         | $138105.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-12-20      | 3.5000%  | 0.0000% | $849475.18         | $703616.14         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 5.5000%  | 0.0000% | $18468102.43       | $15977855.78       | Agency Mortgage-Backed Securities |
| GNMA          | 2049-02-20      | 4.5000%  | 0.0000% | $723141.82         | $195652.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-11-20      | 3.0000%  | 0.0000% | $1583318.36        | $320580.33         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 6.5000%  | 0.0000% | $750968.56         | $672401.48         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 7.5000%  | 0.0000% | $675452.18         | $139914.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 6.5000%  | 0.0000% | $1197432.48        | $1235046.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $1742685.31        | $1010411.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 6.5000%  | 0.0000% | $1920308.15        | $1647724.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $1515380.69        | $1458236.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.0000%  | 0.0000% | $843674.19         | $864548.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $2403929.06        | $2452636.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1648849.86        | $1559777.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $948271.48         | $759219.14         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1225706.85        | $862455.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $2984797.05        | $2904459.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $915094.74         | $774439.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $2857004.53        | $3109434.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $9975642.48        | $10267194.56       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2749136.75        | $2865627.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $1513604.98        | $1566980.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $1442501.67        | $1482928.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1262618.52        | $1320383.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $470773.51         | $492705.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 3.5000%  | 0.0000% | $1776862.83        | $1593365.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $361028.52         | $348646.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 4.0000%  | 0.0000% | $21952421.20       | $20891860.09       | Agency Mortgage-Backed Securities |
| GNMA          | 2046-01-20      | 3.5000%  | 0.0000% | $782914.68         | $294211.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-04-20      | 3.5000%  | 0.0000% | $2438356.60        | $481169.98         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-05-20      | 3.5000%  | 0.0000% | $8552203.90        | $1878513.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-08-20      | 4.0000%  | 0.0000% | $501423.12         | $75320.03          | Agency Mortgage-Backed Securities |
| GNMA          | 2029-09-20      | 7.0000%  | 0.0000% | $25434098.57       | $20160.62          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-08-20      | 6.0000%  | 0.0000% | $8468284.78        | $25821.85          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-05-20      | 4.0000%  | 0.0000% | $63850.56          | $2406.57           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-07-20      | 5.0000%  | 0.0000% | $849348.83         | $105428.53         | Agency Mortgage-Backed Securities |

### Security 89: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.08_1201
- **C.18 - Value (incl. sponsor support):** $681000000.00
- **C.18.a - Value (excl. sponsor support):** $681000000.00
- **C.19 - Percentage of Net Assets:** 2.2700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 | 2043-05-15      | 0.0000%  | 0.0000% | $103400.00         | $45642.62          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $900.00            | $343.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 0.0000%  | 0.0000% | $8032800.00        | $2988466.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 0.0000%  | 0.0000% | $39593200.00       | $13985941.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-11-15      | 0.0000%  | 0.0000% | $200.00            | $69.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 0.0000%  | 0.0000% | $6175900.00        | $2071254.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $68.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 2.7500%  | 0.0000% | $400.00            | $296.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 3.0000%  | 0.0000% | $300.00            | $229.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-05-15      | 2.8750%  | 0.0000% | $45067100.00       | $33249400.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 4.0000%  | 0.0000% | $1600.00           | $1497.42           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $88.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-05-15      | 5.0000%  | 0.0000% | $232720000.00      | $244414082.28      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $41508200.00       | $39062739.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $1000.00           | $903.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $299988000.00      | $307010459.85      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $32900.00          | $33854.40          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $1900.00           | $1928.30           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $68800.00          | $72047.83          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-30      | 4.1250%  | 0.0000% | $200.00            | $208.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $3753700.00        | $3859111.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 4.2500%  | 0.0000% | $900.00            | $921.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $40900.00          | $43722.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $160900.00         | $161134.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 0.0000%  | 0.0000% | $436.84            | $313.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 0.0000%  | 0.0000% | $69999999.99       | $47851369.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-08-15      | 0.0000%  | 0.0000% | $193.63            | $103.57            | U.S. Treasuries (including strips) |

### Security 90: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.09_1201
- **C.18 - Value (incl. sponsor support):** $1810000000.00
- **C.18.a - Value (excl. sponsor support):** $1810000000.00
- **C.19 - Percentage of Net Assets:** 6.0300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 5.5000%  | 0.0000% | $1164.00           | $48.70             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-08-01      | 6.5000%  | 0.0000% | $55112.00          | $37.69             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-03-01      | 5.5000%  | 0.0000% | $1391.00           | $16.34             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 3.5000%  | 0.0000% | $3267.00           | $401.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $195.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $40489262.00       | $9098204.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $3386.00           | $311.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 3.5000%  | 0.0000% | $1298.00           | $135.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $98538.00          | $70755.32          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $32469261.00       | $28589993.41       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $31053386.00       | $19853502.65       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $16237342.00       | $11875389.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $4798000.00        | $3616777.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $746.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $863.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1012.00           | $872.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $882.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $5562818.00        | $4895295.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1089.00           | $978.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.0000%  | 0.0000% | $698761.00         | $667974.71         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $66180.00          | $56100.91          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 3.5000%  | 0.0000% | $1070.00           | $917.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.0000%  | 0.0000% | $7507735.00        | $787227.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.0000%  | 0.0000% | $83953.00          | $15187.91          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $337.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $949.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.0000%  | 0.0000% | $1091.00           | $820.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.5000%  | 0.0000% | $48804974.00       | $38363265.24       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $122178816.00      | $106563290.10      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $902.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.5000%  | 0.0000% | $100000.00         | $35793.48          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 2.0000%  | 0.0000% | $325000.00         | $228082.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-05-01      | 5.5000%  | 0.0000% | $1766.00           | $7.25              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $72899920.00       | $16288996.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-08-01      | 3.5000%  | 0.0000% | $9991801.00        | $2503987.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $34929280.00       | $4823774.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $7458320.00        | $6839760.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1083594.00        | $1126292.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.0000%  | 0.0000% | $1004.00           | $133.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $640000.00         | $235571.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $258.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1633682.00        | $1362307.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $5149632.00        | $4530140.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $6994024.00        | $6096482.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $1297854.00        | $1165633.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $267993.00         | $233729.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $2627540.00        | $703049.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $165.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $904612.00         | $370296.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $265000.00         | $120416.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $5885584.00        | $4349747.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $75000.00          | $60736.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $94996.00          | $77330.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $972591.00         | $717072.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1072946.00        | $875352.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $7925490.00        | $6031835.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $20379400.00       | $18225470.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $108001.00         | $76465.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $3948468.00        | $2344263.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $27917500.00       | $22853313.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $26091274.00       | $21607072.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $17065792.00       | $15092386.61       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $1024.00           | $642.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $46028000.00       | $30335188.90       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $64612000.00       | $43478895.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $26000.00          | $20738.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $112469632.00      | $93355042.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 7.0000%  | 0.0000% | $53300000.00       | $42722673.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $132500.00         | $129198.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $21204299.00       | $21727023.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $1093.00           | $101.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-04-01      | 6.5000%  | 0.0000% | $222000.00         | $30330.59          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 5.5000%  | 0.0000% | $284998572.00      | $2602860.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-02-01      | 3.0000%  | 0.0000% | $1995000.00        | $214830.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $2250000.00        | $258688.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $293391.00         | $34145.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-03-01      | 4.0000%  | 0.0000% | $2979131.00        | $222640.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $931102.00         | $301962.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $60503000.00       | $33834741.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 4.0000%  | 0.0000% | $362424.00         | $297074.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $35568309.00       | $28586216.47       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $8808200.00        | $6317945.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $26064960.00       | $18695872.85       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $46409984.00       | $33091712.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $14986440.00       | $14914121.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 5.0000%  | 0.0000% | $12490560.00       | $12626319.90       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $978.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $272291.00         | $259788.63         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $8782432.00        | $7940872.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $50684240.00       | $49860914.25       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $18816420.00       | $17937529.88       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $10405680.00       | $10249695.05       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $41632.00          | $42600.41          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $7000760.00        | $7011445.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $329784.00         | $324209.90         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $18348160.00       | $18645475.83       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $5852795.00        | $6041822.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $964.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $20538600.00       | $20024311.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $25844320.00       | $26262438.64       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.5000%  | 0.0000% | $1088.00           | $942.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $825.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $874.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $54452221.00       | $55402521.16       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2045-04-20      | 3.5000%  | 0.0000% | $6289.00           | $461.21            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-09-20      | 3.5000%  | 0.0000% | $8346400.00        | $2399500.53        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-06-20      | 4.0000%  | 0.0000% | $980253.00         | $712650.84         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-03-20      | 2.0000%  | 0.0000% | $202720.00         | $104094.39         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-10-20      | 5.5000%  | 0.0000% | $210160.00         | $145447.06         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-07-20      | 5.5000%  | 0.0000% | $50000000.00       | $38448741.47       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-02-20      | 3.0000%  | 0.0000% | $40000.00          | $28840.50          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-05-20      | 3.5000%  | 0.0000% | $31785000.00       | $25132160.64       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2048-01-15      | 4.0000%  | 0.0000% | $100000.00         | $44495.00          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2066-11-15      | 5.5700%  | 0.0000% | $1211264.00        | $1280854.15        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2035-12-20      | 5.5000%  | 0.0000% | $749000.00         | $234577.56         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-07-20      | 3.5000%  | 0.0000% | $2619768.00        | $2102854.45        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-11-20      | 5.5000%  | 0.0000% | $907316.00         | $932209.12         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-11-20      | 5.5000%  | 0.0000% | $597884.00         | $512702.35         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 5.5000%  | 0.0000% | $1376142.00        | $1394934.26        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-10-20      | 6.5000%  | 0.0000% | $721970.00         | $773438.05         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 6.5000%  | 0.0000% | $2515304.00        | $2622314.27        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-11-20      | 5.5000%  | 0.0000% | $11832880.00       | $12145694.02       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-07-20      | 6.5000%  | 0.0000% | $17709391.00       | $18128453.10       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 5.5000%  | 0.0000% | $4759984.00        | $4824630.84        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-11-20      | 6.0000%  | 0.0000% | $5321298.00        | $5529280.93        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2047-11-20      | 4.5000%  | 0.0000% | $3355628.00        | $680902.96         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2042-05-20      | 4.0000%  | 0.0000% | $30269293.00       | $1730107.86        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2042-02-15      | 3.5000%  | 0.0000% | $2298256.00        | $273749.68         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2038-05-15      | 5.5000%  | 0.0000% | $5954109.00        | $53276.08          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2026-02-19      | 0.0000%  | 0.0000% | $200.00            | $198.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-02-05      | 0.0000%  | 0.0000% | $288600.00         | $286618.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2046-02-15      | 0.0000%  | 0.0000% | $21931200.00       | $8365261.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2046-08-15      | 0.0000%  | 0.0000% | $600.00            | $223.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2047-08-15      | 0.0000%  | 0.0000% | $14663500.00       | $5179749.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2047-11-15      | 0.0000%  | 0.0000% | $18842100.00       | $6571483.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2042-05-15      | 3.0000%  | 0.0000% | $1200.00           | $985.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2042-11-15      | 2.7500%  | 0.0000% | $34912000.00       | $27397491.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2043-02-15      | 0.6250%  | 0.0000% | $21969000.00       | $23659162.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2046-02-15      | 2.5000%  | 0.0000% | $124103100.00      | $89391233.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $74.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2048-02-15      | 3.0000%  | 0.0000% | $31479000.00       | $24306660.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2048-08-15      | 3.0000%  | 0.0000% | $103275700.00      | $79340088.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2049-05-15      | 2.8750%  | 0.0000% | $102464100.00      | $75595498.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2040-08-15      | 1.1250%  | 0.0000% | $617500.00         | $397140.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2041-02-15      | 1.8750%  | 0.0000% | $363200.00         | $260586.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2041-11-15      | 2.0000%  | 0.0000% | $377400.00         | $268780.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2041-11-15      | 2.0000%  | 0.0000% | $1000.00           | $712.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2052-05-15      | 2.8750%  | 0.0000% | $22794800.00       | $16445227.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2044-02-15      | 4.5000%  | 0.0000% | $200.00            | $200.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $94.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2044-11-15      | 4.6250%  | 0.0000% | $74500100.00       | $74679489.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2055-02-15      | 4.6250%  | 0.0000% | $6963300.00        | $6994518.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2045-05-15      | 5.0000%  | 0.0000% | $3200.00           | $3360.80           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-30      | 0.3750%  | 0.0000% | $600.00            | $567.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-01-15      | 0.1250%  | 0.0000% | $48811700.00       | $52789622.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-07-15      | 0.6250%  | 0.0000% | $20999700.00       | $22322416.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-15      | 1.6250%  | 0.0000% | $14963700.00       | $16600069.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-02-28      | 4.2500%  | 0.0000% | $1600.00           | $1663.74           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-28      | 4.2500%  | 0.0000% | $72926400.00       | $75307803.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-15      | 4.2500%  | 0.0000% | $38400600.00       | $39587083.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-31      | 3.8750%  | 0.0000% | $511000.00         | $523201.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-02-15      | 0.0000%  | 0.0000% | $49999116.79       | $35932865.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-08-15      | 0.0000%  | 0.0000% | $110000000.00      | $77136180.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2039-08-15      | 0.0000%  | 0.0000% | $94.97             | $50.80             | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Government Cash Management Portfolio

**Date:** 2025-12-05

**By:** /s/Diane Kenneally

**Name of Signing Officer:** Diane Kenneally

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