# EDGAR Filing Document

**Accession Number:** 0000862064
**File Stem:** 0001410368-26-010452
**Filing Date:** 2026-2
**Character Count:** 246097
**Document Hash:** 83adf3fdc2e68e924c6042abba0c6a2e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010452.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010452

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26606865

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-01-31

**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:** 25 days

- **WAL:** 89 days

- **Total Value of Portfolio Securities:** $29303651838.42

- **Amortized Cost of Portfolio Securities:** $29301184209.39

- **Cash:** $2461056.40

- **Total Other Assets:** $62230282.36

- **Total Liabilities:** $292767036.85

- **Net Assets of Series:** $29073108511.30

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $20764458186.37           | $23033550125.01            | 67.4500%                  | 74.8200%                   |
| 2026-01-05 | $22625781211.19           | $24465591643.61            | 70.2400%                  | 75.9500%                   |
| 2026-01-06 | $21440152229.86           | $23280189763.09            | 69.1000%                  | 75.0300%                   |
| 2026-01-07 | $20751170179.65           | $22591390551.99            | 68.4000%                  | 74.4700%                   |
| 2026-01-08 | $19508335468.04           | $21348715572.26            | 67.0600%                  | 73.3800%                   |
| 2026-01-09 | $21519045084.98           | $22799771807.25            | 70.4500%                  | 74.6400%                   |
| 2026-01-12 | $21233002569.12           | $22514106065.11            | 70.1700%                  | 74.4000%                   |
| 2026-01-13 | $19426100443.14           | $20707328168.61            | 68.2700%                  | 72.7800%                   |
| 2026-01-14 | $18506930682.32           | $19788279867.62            | 67.2100%                  | 71.8600%                   |
| 2026-01-15 | $18375962737.74           | $19322468628.24            | 67.8800%                  | 71.3800%                   |
| 2026-01-16 | $20153826205.32           | $20892493025.73            | 70.0500%                  | 72.6200%                   |
| 2026-01-20 | $20475165560.64           | $21339104657.74            | 70.3800%                  | 73.3500%                   |
| 2026-01-21 | $20630532507.78           | $21494545223.65            | 70.5400%                  | 73.4900%                   |
| 2026-01-22 | $20456749548.44           | $21320860610.95            | 70.3600%                  | 73.3300%                   |
| 2026-01-23 | $20389590718.26           | $21253787073.64            | 70.2800%                  | 73.2600%                   |
| 2026-01-26 | $21387394353.10           | $22251842454.21            | 70.9800%                  | 73.8500%                   |
| 2026-01-27 | $21655849054.67           | $22520380260.43            | 71.2300%                  | 74.0800%                   |
| 2026-01-28 | $20537876934.72           | $21402494723.24            | 69.9300%                  | 72.8800%                   |
| 2026-01-29 | $19440672383.73           | $19895408314.98            | 69.3600%                  | 70.9900%                   |
| 2026-01-30 | $20834544263.27           | $21289331239.53            | 70.9400%                  | 72.4900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 0.0000%             |
| 2026-01-05 | 0.0000%             |
| 2026-01-06 | 0.0000%             |
| 2026-01-07 | 0.0000%             |
| 2026-01-08 | 0.0000%             |
| 2026-01-09 | 0.0000%             |
| 2026-01-12 | 0.0000%             |
| 2026-01-13 | 0.0000%             |
| 2026-01-14 | 0.0000%             |
| 2026-01-15 | 0.0000%             |
| 2026-01-16 | 0.0000%             |
| 2026-01-20 | 0.0000%             |
| 2026-01-21 | 0.0000%             |
| 2026-01-22 | 0.0000%             |
| 2026-01-23 | 0.0000%             |
| 2026-01-26 | 0.0000%             |
| 2026-01-27 | 0.0000%             |
| 2026-01-28 | 0.0000%             |
| 2026-01-29 | 0.0000%             |
| 2026-01-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 0.0000                      |
|  |  |
| 2026-01-05 | 0.0000                      |
|  |  |
| 2026-01-06 | 0.0000                      |
|  |  |
| 2026-01-07 | 0.0000                      |
|  |  |
| 2026-01-08 | 0.0000                      |
|  |  |
| 2026-01-09 | 0.0000                      |
|  |  |
| 2026-01-12 | 0.0000                      |
|  |  |
| 2026-01-13 | 0.0000                      |
|  |  |
| 2026-01-14 | 0.0000                      |
|  |  |
| 2026-01-15 | 0.0000                      |
|  |  |
| 2026-01-16 | 0.0000                      |
|  |  |
| 2026-01-20 | 0.0000                      |
|  |  |
| 2026-01-21 | 0.0000                      |
|  |  |
| 2026-01-22 | 0.0000                      |
|  |  |
| 2026-01-23 | 0.0000                      |
|  |  |
| 2026-01-26 | 0.0000                      |
|  |  |
| 2026-01-27 | 0.0000                      |
|  |  |
| 2026-01-28 | 0.0000                      |
|  |  |
| 2026-01-29 | 0.0000                      |
|  |  |
| 2026-01-30 | 0.0000                      |
|  |  |

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

### Class: Government Cash Management Portfolio

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $29073108511.30

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 1027179.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.0000          |
|  |  |
| 2026-01-05 | 0.0000          |
|  |  |
| 2026-01-06 | 0.0000          |
|  |  |
| 2026-01-07 | 0.0000          |
|  |  |
| 2026-01-08 | 0.0000          |
|  |  |
| 2026-01-09 | 0.0000          |
|  |  |
| 2026-01-12 | 0.0000          |
|  |  |
| 2026-01-13 | 0.0000          |
|  |  |
| 2026-01-14 | 0.0000          |
|  |  |
| 2026-01-15 | 0.0000          |
|  |  |
| 2026-01-16 | 0.0000          |
|  |  |
| 2026-01-20 | 0.0000          |
|  |  |
| 2026-01-21 | 0.0000          |
|  |  |
| 2026-01-22 | 0.0000          |
|  |  |
| 2026-01-23 | 0.0000          |
|  |  |
| 2026-01-26 | 0.0000          |
|  |  |
| 2026-01-27 | 0.0000          |
|  |  |
| 2026-01-28 | 0.0000          |
|  |  |
| 2026-01-29 | 0.0000          |
|  |  |
| 2026-01-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 0.0000%           |
| 2026-01-05 | 0.0000%           |
| 2026-01-06 | 0.0000%           |
| 2026-01-07 | 0.0000%           |
| 2026-01-08 | 0.0000%           |
| 2026-01-09 | 0.0000%           |
| 2026-01-12 | 0.0000%           |
| 2026-01-13 | 0.0000%           |
| 2026-01-14 | 0.0000%           |
| 2026-01-15 | 0.0000%           |
| 2026-01-16 | 0.0000%           |
| 2026-01-20 | 0.0000%           |
| 2026-01-21 | 0.0000%           |
| 2026-01-22 | 0.0000%           |
| 2026-01-23 | 0.0000%           |
| 2026-01-26 | 0.0000%           |
| 2026-01-27 | 0.0000%           |
| 2026-01-28 | 0.0000%           |
| 2026-01-29 | 0.0000%           |
| 2026-01-30 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 3.550000%
- **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_3.55_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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 | 2029-04-30      | 4.6250%  | 0.0000% | $186394900.00      | $194098672.27      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $271000000.00      | $274549827.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $40896200.00       | $41351569.74       | U.S. Treasuries (including strips) |

### Security 2: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 3.660000%
- **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_3.66_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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 | 2028-12-31      | 3.7500%  | 0.0000% | $199427200.00      | $200811570.73      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $305783600.00      | $309188429.82      | U.S. Treasuries (including strips) |

### Security 3: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_3.67_0202
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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. | 2052-08-01      | 5.0000%  | 0.0000% | $9886864.00        | $7458388.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 5.0000%  | 0.0000% | $5828992.00        | $3733930.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 5.0000%  | 0.0000% | $50007890.00       | $37405249.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.5000%  | 0.0000% | $52475816.00       | $39663789.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 6.5000%  | 0.0000% | $43422.00          | $30861.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 4.0000%  | 0.0000% | $915157.00         | $731218.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.5000%  | 0.0000% | $54000.00          | $44574.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-01      | 3.5000%  | 0.0000% | $133183795.00      | $101217339.20      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 6.0000%  | 0.0000% | $1911970.00        | $1602659.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 5.5000%  | 0.0000% | $1893000.00        | $1558655.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 6.5000%  | 0.0000% | $13472.00          | $10551.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 6.0000%  | 0.0000% | $15122500.00       | $13747704.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 5.0000%  | 0.0000% | $2359600.00        | $2038931.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-12-01      | 6.0000%  | 0.0000% | $938740.00         | $749780.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-20      | 5.5000%  | 0.0000% | $65752957.00       | $55105958.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-20      | 6.0000%  | 0.0000% | $135917219.00      | $92570373.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-20      | 5.0000%  | 0.0000% | $26827839.00       | $25545235.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-20      | 6.0000%  | 0.0000% | $33543464.00       | $24114277.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-20      | 6.0000%  | 0.0000% | $108931.00         | $101946.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-20      | 4.0000%  | 0.0000% | $1287836.00        | $1211499.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-20      | 6.0000%  | 0.0000% | $142837540.00      | $142364221.82      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-20      | 7.0000%  | 0.0000% | $7093184.00        | $7301172.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-20      | 6.5000%  | 0.0000% | $6141160.00        | $5398346.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-20      | 6.5000%  | 0.0000% | $23232512.00       | $21854049.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-20      | 6.5000%  | 0.0000% | $1981980.00        | $2107177.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-20      | 5.0000%  | 0.0000% | $4717736.00        | $4737612.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-20      | 6.5000%  | 0.0000% | $14272.00          | $14958.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-20      | 6.0000%  | 0.0000% | $1067674.00        | $1112181.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-01-20      | 4.0000%  | 0.0000% | $8564400.00        | $445620.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-02-20      | 3.5000%  | 0.0000% | $10019833.00       | $58356.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-03-15      | 4.5000%  | 0.0000% | $999000.00         | $97018.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-08-15      | 4.0000%  | 0.0000% | $6692080.00        | $375149.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-09-15      | 3.0000%  | 0.0000% | $298000.00         | $34640.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-15      | 5.0000%  | 0.0000% | $325998.00         | $38351.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-02-20      | 3.5000%  | 0.0000% | $300000.00         | $77308.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-05-20      | 4.0000%  | 0.0000% | $11074312.00       | $4429150.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-20      | 3.5000%  | 0.0000% | $11051120.00       | $4119251.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-20      | 3.0000%  | 0.0000% | $21963200.00       | $10051598.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-20      | 4.5000%  | 0.0000% | $98000.00          | $74807.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-20      | 3.5000%  | 0.0000% | $28601997.00       | $19406728.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-20      | 3.5000%  | 0.0000% | $19838240.00       | $14478446.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-20      | 4.0000%  | 0.0000% | $100000.00         | $74944.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-20      | 5.5000%  | 0.0000% | $1092000.00        | $786608.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-20      | 3.0000%  | 0.0000% | $39000.00          | $26800.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-20      | 2.0000%  | 0.0000% | $8900800.00        | $6044553.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-20      | 5.0000%  | 0.0000% | $88777.00          | $71588.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-06-15      | 6.0000%  | 0.0000% | $227202.00         | $215392.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-20      | 5.0000%  | 0.0000% | $8567595.00        | $8561141.70        | Agency Mortgage-Backed Securities |

### Security 4: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.670000%
- **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_3.67_0202
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 7.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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.      | 2053-03-01      | 6.0000%  | 0.0000% | $497999.00         | $365703.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.0000%  | 0.0000% | $1771328.00        | $1277220.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $13994688.00       | $10227720.06       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.5000%  | 0.0000% | $835981.00         | $650527.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $298999.00         | $259639.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.0000%  | 0.0000% | $2863860.00        | $2509111.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $6995000.00        | $6673761.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $2272000.00        | $1673785.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $16575392.00       | $14961343.08       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-10-01      | 6.0000%  | 0.0000% | $51461100.00       | $2434977.03        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 3.5000%  | 0.0000% | $11995000.00       | $1782133.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $7230160.00        | $7221701.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $1575926.00        | $1579452.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $1683006.00        | $1492736.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $717731.00         | $748944.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.5000%  | 0.0000% | $1663130.00        | $1681962.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $2307340.00        | $2370400.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $11619088.00       | $10252779.65       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $5975336.00        | $6179673.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $3855580.00        | $3992918.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 7.0000%  | 0.0000% | $3278576.00        | $3466044.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $701334.00         | $690093.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $23835296.00       | $24105670.54       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $1744320.00        | $1789633.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-09-01      | 6.0000%  | 0.0000% | $853419.00         | $44257.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.0000%  | 0.0000% | $1451000.00        | $418945.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 2.5000%  | 0.0000% | $1103890.00        | $553612.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $1608438.00        | $1649659.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 3.0000%  | 0.0000% | $3455960.00        | $2314343.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.0000%  | 0.0000% | $8733296.00        | $5868825.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $328000.00         | $314480.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.5000%  | 0.0000% | $1007694.00        | $969079.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.5000%  | 0.0000% | $10724.00          | $11137.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.5000%  | 0.0000% | $1618768.00        | $1650881.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 7.0000%  | 0.0000% | $7478936.00        | $6647592.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 6.0000%  | 0.0000% | $14051104.00       | $1814505.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-12-01      | 3.0000%  | 0.0000% | $11582860.00       | $6141361.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 2.0000%  | 0.0000% | $8351008.00        | $4659640.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $3885480.00        | $2838029.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $3402368.00        | $2746697.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $35265984.00       | $28968992.62       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 4.5000%  | 0.0000% | $1197000.00        | $1027687.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $3860000.00        | $3095650.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.0000%  | 0.0000% | $1889460.00        | $1566931.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $28550368.00       | $25596496.09       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $5882736.00        | $5755484.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $6515008.00        | $6278309.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $18561160.00       | $19127011.88       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.0000%  | 0.0000% | $8830000.00        | $5039089.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $36228736.00       | $23399599.78       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $2415000.00        | $1706541.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $5485000.00        | $3860328.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 4.5000%  | 0.0000% | $1227000.00        | $1022808.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $44748416.00       | $38678120.68       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $6968992.00        | $6060302.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 6.5000%  | 0.0000% | $1636944.00        | $166835.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.5000%  | 0.0000% | $193088320.00      | $16454103.52       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.5000%  | 0.0000% | $26286144.00       | $12818993.69       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $3467728.00        | $3253281.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-01-01      | 5.0000%  | 0.0000% | $9179920.00        | $9280153.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 5.5000%  | 0.0000% | $28898432.00       | $29339646.40       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $6001.00           | $6142.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $2272980.00        | $2335140.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $5514296.00        | $5241115.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $29871080.00       | $27740546.84       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $12300640.00       | $12486961.32       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $3400220.00        | $3507369.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $75856.00          | $77697.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-08-20      | 3.5000%  | 0.0000% | $96642560.00       | $11952157.18       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-08-20      | 4.5000%  | 0.0000% | $2677000.00        | $1969316.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-04-20      | 5.5000%  | 0.0000% | $76502656.00       | $53315513.55       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-05-20      | 6.0000%  | 0.0000% | $19984928.00       | $13928907.99       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $546.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-03-20      | 5.0000%  | 0.0000% | $18416640.00       | $18024515.97       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-09-20      | 6.5000%  | 0.0000% | $4096528.00        | $4292100.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-07-20      | 5.5000%  | 0.0000% | $16570592.00       | $16594609.64       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-01-20      | 3.5000%  | 0.0000% | $49981952.00       | $4840564.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-07-20      | 4.0000%  | 0.0000% | $49993680.00       | $4861841.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-03-20      | 3.5000%  | 0.0000% | $393015296.00      | $45715178.11       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-05-20      | 3.5000%  | 0.0000% | $1491136.00        | $176022.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-11-20      | 4.0000%  | 0.0000% | $438491648.00      | $39803995.83       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-06-20      | 3.5000%  | 0.0000% | $342263296.00      | $34260178.87       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-06-20      | 3.0000%  | 0.0000% | $10851840.00       | $2695560.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-08-20      | 3.0000%  | 0.0000% | $5980696.00        | $1723199.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-04-20      | 3.5000%  | 0.0000% | $56733760.00       | $38994674.82       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-05-20      | 3.5000%  | 0.0000% | $49999000.00       | $34450186.21       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-06-20      | 5.5000%  | 0.0000% | $60790400.00       | $44997545.97       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-20      | 4.0000%  | 0.0000% | $499260.00         | $363053.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-20      | 4.5000%  | 0.0000% | $29974368.00       | $22041842.01       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-08-20      | 5.0000%  | 0.0000% | $62568080.00       | $45733834.71       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-11-20      | 4.5000%  | 0.0000% | $3456912.00        | $2635037.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-12-20      | 5.5000%  | 0.0000% | $46056400.00       | $30400868.21       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-01-20      | 6.0000%  | 0.0000% | $36415300.00       | $18910728.30       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-03-20      | 6.0000%  | 0.0000% | $21795232.00       | $11103077.11       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-07-20      | 6.5000%  | 0.0000% | $14972672.00       | $7441950.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-08-20      | 6.0000%  | 0.0000% | $53278656.00       | $31044178.85       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-01-20      | 5.5000%  | 0.0000% | $49922880.00       | $37188951.31       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-03-20      | 5.0000%  | 0.0000% | $14879700.00       | $12827798.48       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-06-20      | 6.5000%  | 0.0000% | $104212096.00      | $49378524.14       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-11-20      | 4.0000%  | 0.0000% | $141973.00         | $75612.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-05-20      | 4.5000%  | 0.0000% | $12680576.00       | $11762166.85       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-07-20      | 6.0000%  | 0.0000% | $1126988.00        | $1125972.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-10-20      | 7.5000%  | 0.0000% | $6030.00           | $6361.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-03-20      | 5.0000%  | 0.0000% | $3368840.00        | $3218650.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-20      | 6.0000%  | 0.0000% | $19476160.00       | $19912033.27       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1056.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-03-20      | 7.5000%  | 0.0000% | $5600.00           | $5741.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-20      | 6.0000%  | 0.0000% | $8009790.00        | $8273313.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-09-20      | 6.5000%  | 0.0000% | $7282440.00        | $7623557.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-20      | 6.0000%  | 0.0000% | $6448336.00        | $6723529.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2056-01-20      | 7.5000%  | 0.0000% | $292510.00         | $306141.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2056-01-20      | 5.0000%  | 0.0000% | $6851024.00        | $6884955.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-11-20      | 5.0000%  | 0.0000% | $29989880.00       | $28007813.68       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-11-20      | 5.5000%  | 0.0000% | $27813696.00       | $24317677.72       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-12-20      | 5.0000%  | 0.0000% | $4381056.00        | $4110876.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-02-20      | 5.0000%  | 0.0000% | $32013824.00       | $30117376.62       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-04-20      | 5.0000%  | 0.0000% | $24988832.00       | $24134965.11       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-04-20      | 5.5000%  | 0.0000% | $49996928.00       | $44281540.78       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-05-20      | 5.0000%  | 0.0000% | $31546144.00       | $30964111.80       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-05-20      | 5.5000%  | 0.0000% | $49782528.00       | $48623702.49       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-05-20      | 5.5000%  | 0.0000% | $48455552.00       | $48252600.31       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-06-20      | 5.5000%  | 0.0000% | $45264640.00       | $45423347.52       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-20      | 6.0000%  | 0.0000% | $2172352.00        | $2258100.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2036-01-01      | 7.0000%  | 0.0000% | $640157.00         | $22276.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-05-01      | 4.0000%  | 0.0000% | $66912896.00       | $6732952.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2042-04-01      | 2.0000%  | 0.0000% | $8766832.00        | $6597315.55        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $11726304.00       | $9494818.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $493877.00         | $356980.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1440990.00        | $1167447.03        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $15763952.00       | $14139806.59       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 2.5000%  | 0.0000% | $56002900.00       | $13502907.58       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-03-01      | 2.0000%  | 0.0000% | $15404896.00       | $8629758.22        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 3.0000%  | 0.0000% | $36329240.00       | $16691518.78       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.0000%  | 0.0000% | $9200000.00        | $5980984.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $5581376.00        | $4034721.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $9399540.00        | $2825820.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 2.5000%  | 0.0000% | $22401984.00       | $14553702.73       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.0000%  | 0.0000% | $25669560.00       | $15553662.78       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.5000%  | 0.0000% | $6517240.00        | $4087288.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.5000%  | 0.0000% | $429625.00         | $299090.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $21103.00          | $13749.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-09-25      | 4.0000%  | 0.0000% | $31231232.00       | $2226857.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-11-25      | 4.0000%  | 0.0000% | $19120000.00       | $2323951.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-04-25      | 4.5000%  | 0.0000% | $19066784.00       | $18737977.31       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2041-06-01      | 5.5000%  | 0.0000% | $17015904.00       | $730246.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.0000%  | 0.0000% | $91430272.00       | $15545526.80       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1112258.00        | $1167913.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $10646464.00       | $10707004.20       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $1871312.00        | $1584414.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $1152218.00        | $1208812.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $93198.00          | $97157.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $4323048.00        | $4509157.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $729127.00         | $682611.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $7929760.00        | $8114560.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 7.0000%  | 0.0000% | $2741584.00        | $2884612.55        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $9147296.00        | $8964531.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $8890448.00        | $8941258.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1107296.00        | $1139351.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $9594768.00        | $9821626.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-06-01      | 6.5000%  | 0.0000% | $4302104.00        | $944200.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-06-01      | 2.0000%  | 0.0000% | $15000000.00       | $9132208.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $7610264.00        | $6298233.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 7.0000%  | 0.0000% | $1374584.00        | $1385528.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.5000%  | 0.0000% | $1149362.00        | $869198.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 7.5000%  | 0.0000% | $1220360.00        | $1075490.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $1254538.00        | $1286321.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 3.5000%  | 0.0000% | $308754.00         | $136483.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.0000%  | 0.0000% | $25860760.00       | $19008245.43       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $1026922.00        | $953487.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $28596160.00       | $17365828.49       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $18806280.00       | $13909998.89       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $1477900.00        | $1041210.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.0000%  | 0.0000% | $1276042.00        | $1335687.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-10-01      | 2.0000%  | 0.0000% | $18998000.00       | $15077043.38       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $50234368.00       | $44409788.26       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $973159.00         | $926618.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $36593900.00       | $32875620.13       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $28383168.00       | $26120620.13       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $2284960.00        | $2048553.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $922752.00         | $770084.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $13344800.00       | $13611876.97       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $11004400.00       | $11399693.85       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $3689504.00        | $3722115.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $12138660.00       | $12363791.24       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-05-01      | 3.5000%  | 0.0000% | $79410900.00       | $16902117.58       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $13279520.00       | $8312084.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $1080358.00        | $852017.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $1131994.00        | $925783.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 4.5000%  | 0.0000% | $1238848.00        | $991777.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $38363360.00       | $33812309.23       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $32590144.00       | $30187795.28       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $21130688.00       | $22149400.08       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $8369424.00        | $8652062.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-07-01      | 2.5000%  | 0.0000% | $4034656.00        | $1321336.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.0000%  | 0.0000% | $19477460.00       | $14388206.04       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $4235470.00        | $2928054.86        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $2500000.00        | $1338461.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.0000%  | 0.0000% | $812798.00         | $529892.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $18093664.00       | $16444378.12       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $12161008.00       | $12099555.94       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $5221272.00        | $2975325.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $2252784.00        | $2235510.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $2615300.00        | $1848473.68        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $1904242.00        | $2013969.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $13374400.00       | $12979902.45       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $9960330.00        | $10022243.56       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $11886260.00       | $11777594.83       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $2549192.00        | $2617076.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $15954780.00       | $16048845.03       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.0000%  | 0.0000% | $14506740.00       | $15009113.24       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $9868112.00        | $9886228.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $3845500.00        | $3915106.99        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-03-20      | 3.5000%  | 0.0000% | $1024.00           | $98.82             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-07-20      | 3.5000%  | 0.0000% | $1024.00           | $123.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2032-08-20      | 3.5000%  | 0.0000% | $1000.00           | $108.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-12-20      | 4.0000%  | 0.0000% | $1024.00           | $92.80             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-06-20      | 3.5000%  | 0.0000% | $216170496.00      | $21638428.51       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-04-20      | 3.5000%  | 0.0000% | $1024.00           | $201.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-05-20      | 4.0000%  | 0.0000% | $11319056.00       | $8063358.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-06-20      | 4.5000%  | 0.0000% | $1024.00           | $747.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-20      | 4.5000%  | 0.0000% | $1024.00           | $753.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-08-20      | 4.0000%  | 0.0000% | $1024.00           | $751.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $745.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-10-20      | 5.5000%  | 0.0000% | $19996000.00       | $13751489.08       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $519.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-02-20      | 5.5000%  | 0.0000% | $1000.00           | $669.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-07-20      | 6.5000%  | 0.0000% | $1008.00           | $501.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-01-20      | 5.5000%  | 0.0000% | $1040.00           | $774.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $862.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-04-20      | 6.5000%  | 0.0000% | $1000.00           | $451.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-05-20      | 5.0000%  | 0.0000% | $1000.00           | $892.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-11-20      | 4.0000%  | 0.0000% | $1000.00           | $532.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-10-20      | 4.5000%  | 0.0000% | $1024.00           | $939.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $999.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-03-20      | 5.5000%  | 0.0000% | $1496266.00        | $1499573.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-01-20      | 7.5000%  | 0.0000% | $1566000.00        | $1048139.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $905.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-05-20      | 7.5000%  | 0.0000% | $1000.00           | $1074.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $738.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-03-20      | 7.5000%  | 0.0000% | $1000.00           | $847.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $981.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-04-20      | 7.5000%  | 0.0000% | $1000.00           | $780.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-12-20      | 7.0000%  | 0.0000% | $1048.00           | $1113.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1039.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-04-20      | 7.5000%  | 0.0000% | $1024.00           | $1096.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1056.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1056.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1056.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-09-20      | 6.5000%  | 0.0000% | $4731950.00        | $4964167.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1042.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2056-01-20      | 7.5000%  | 0.0000% | $1000.00           | $1046.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1041.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2056-01-20      | 5.0000%  | 0.0000% | $35320192.00       | $35495125.07       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-12-20      | 5.0000%  | 0.0000% | $1000.00           | $938.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-02-20      | 5.0000%  | 0.0000% | $1024.00           | $963.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-02-20      | 5.5000%  | 0.0000% | $1024.00           | $858.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-04-20      | 5.5000%  | 0.0000% | $1024.00           | $906.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-05-20      | 5.0000%  | 0.0000% | $1024.00           | $1005.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-06-20      | 5.0000%  | 0.0000% | $1024.00           | $1013.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $1019.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-20      | 4.5000%  | 0.0000% | $1000.00           | $979.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1039.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-20      | 6.0000%  | 0.0000% | $4054536.00        | $4197200.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-09-15      | 5.0000%  | 0.0000% | $1000.00           | $37.75             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-01-20      | 4.0000%  | 0.0000% | $1040.00           | $55.18             | Agency Mortgage-Backed Securities         |

### Security 5: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 3.660000%
- **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: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 06799K008_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1325000000.00
- **C.18.a - Value (excl. sponsor support):** $1325000000.00
- **C.19 - Percentage of Net Assets:** 4.5600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-02-10      | 0.0000%  | 0.0000% | $1500000.00        | $1498797.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-02-15      | 0.0000%  | 0.0000% | $11000000.00       | $4534585.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 0.0000%  | 0.0000% | $30636700.00       | $12110810.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-08-15      | 0.0000%  | 0.0000% | $171138100.00      | $39857207.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 6.1250%  | 0.0000% | $19524900.00       | $21639543.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-05-15      | 4.5000%  | 0.0000% | $1204800.00        | $1230850.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-02-15      | 3.5000%  | 0.0000% | $3150800.00        | $2905722.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 3.1250%  | 0.0000% | $47733000.00       | $39211098.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $166.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-08-15      | 3.1250%  | 0.0000% | $858000.00         | $690107.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 3.0000%  | 0.0000% | $12161800.00       | $9103346.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-08-15      | 2.0000%  | 0.0000% | $8260200.00        | $4801748.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 3.2500%  | 0.0000% | $167251400.00      | $140115396.29      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-11-15      | 4.0000%  | 0.0000% | $800.00            | $698.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $168641000.00      | $222831434.06      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-15      | 0.8750%  | 0.0000% | $65117000.00       | $83183168.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $100.00            | $123.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 0.1250%  | 0.0000% | $100.00            | $118.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-15      | 0.1250%  | 0.0000% | $29229000.00       | $31587775.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $179.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 3.7500%  | 0.0000% | $94200.00          | $95252.91          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 4.8750%  | 0.0000% | $2700000.00        | $2740375.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $5649000.00        | $5912268.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $1000.00           | $997.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $5577800.00        | $5888692.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $800.00            | $817.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7727%  | 0.0000% | $46669000.00       | $47173723.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $103116000.00      | $107053320.93      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $95226000.00       | $96797323.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $96923600.00       | $96232087.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.0000%  | 0.0000% | $126.91            | $105.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 0.0000%  | 0.0000% | $1269369.98        | $870248.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-15      | 0.0000%  | 0.0000% | $74612961.99       | $74513950.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-15      | 0.0000%  | 0.0000% | $13000000.00       | $12863019.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 0.0000%  | 0.0000% | $16.99             | $16.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 0.0000%  | 0.0000% | $10106953.82       | $9392887.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 0.0000%  | 0.0000% | $111.00            | $102.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 0.0000%  | 0.0000% | $2.41              | $2.18              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-11-15      | 0.0000%  | 0.0000% | $112420992.00      | $73160771.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 0.0000%  | 0.0000% | $378.68            | $338.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 0.0000%  | 0.0000% | $100000008.26      | $88548107.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.0000%  | 0.0000% | $31.39             | $26.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 0.0000%  | 0.0000% | $286.39            | $245.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 0.0000%  | 0.0000% | $132.92            | $109.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-02-15      | 0.0000%  | 0.0000% | $26347672.34       | $14280069.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-02-15      | 0.0000%  | 0.0000% | $119218.69         | $60880.34          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-02-15      | 0.0000%  | 0.0000% | $144944896.00      | $35022600.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 0.0000%  | 0.0000% | $61132439.63       | $27282062.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-05-15      | 0.0000%  | 0.0000% | $119332223.99      | $38306717.89       | U.S. Treasuries (including strips) |

### Security 6: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 3.660000%
- **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_3.66_0202
- **C.18 - Value (incl. sponsor support):** $156300000.00
- **C.18.a - Value (excl. sponsor support):** $156300000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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 | 2027-08-15      | 6.3750%  | 0.0000% | $100.00            | $107.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 2.3750%  | 0.0000% | $1600.00           | $2611.80           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-05-15      | 3.0000%  | 0.0000% | $22000.00          | $16614.51          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 0.0000%  | 0.0000% | $1700.00           | $1636.26           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $3200.00           | $3239.20           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $111257600.00      | $114245376.13      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $275200.00         | $285510.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-31      | 3.8577%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $800.00            | $824.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $19200.00          | $19395.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $601600.00         | $635131.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $12800.00          | $13099.98          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $43926400.00       | $44194866.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $4800.00           | $4884.68           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $1000.00           | $1016.50           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $1600.00           | $1617.82           | U.S. Treasuries (including strips) |

### Security 7: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 3.670000%
- **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_3.67_0202
- **C.18 - Value (incl. sponsor support):** $288000000.00
- **C.18.a - Value (excl. sponsor support):** $288000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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. | 2042-03-01      | 3.5000%  | 0.0000% | $8000000.00        | $1101109.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-04-01      | 3.0000%  | 0.0000% | $8500000.00        | $897684.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-05-01      | 4.0000%  | 0.0000% | $800000.00         | $126723.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-08-01      | 3.0000%  | 0.0000% | $176000.00         | $45224.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-08-01      | 4.0000%  | 0.0000% | $547000.00         | $15981.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-01-01      | 3.0000%  | 0.0000% | $34471.00          | $5847.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-08-01      | 2.5000%  | 0.0000% | $2700000.00        | $290567.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-01-01      | 3.0000%  | 0.0000% | $69000000.00       | $13984774.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-06-01      | 3.5000%  | 0.0000% | $14369296.00       | $2403797.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-06-01      | 7.0000%  | 0.0000% | $3814046.00        | $6088.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-02-01      | 7.0000%  | 0.0000% | $6756512.00        | $44543.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-08-01      | 7.5000%  | 0.0000% | $10400000.00       | $85033.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-03-01      | 6.0000%  | 0.0000% | $492853.00         | $5621.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-03-01      | 5.5000%  | 0.0000% | $995954.00         | $11502.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-02-01      | 5.5000%  | 0.0000% | $519898.00         | $7071.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-05-01      | 6.5000%  | 0.0000% | $2936884.00        | $437178.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.5000%  | 0.0000% | $1149400.00        | $950491.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-12-01      | 6.0000%  | 0.0000% | $3897688.00        | $2612410.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.0000%  | 0.0000% | $1752744.00        | $1402486.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.5000%  | 0.0000% | $9570960.00        | $8929729.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.5000%  | 0.0000% | $1503628.00        | $1565372.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 4.5000%  | 0.0000% | $514520.00         | $501585.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.0000%  | 0.0000% | $357388.00         | $355805.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 7.0000%  | 0.0000% | $1945150.00        | $2047075.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-10-01      | 6.0000%  | 0.0000% | $1039454.00        | $1068057.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 6.5000%  | 0.0000% | $8834224.00        | $9164751.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.5000%  | 0.0000% | $1255000.00        | $1317733.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 6.5000%  | 0.0000% | $2644900.00        | $2755785.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $7895560.00        | $7304310.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 4.5000%  | 0.0000% | $2718970.00        | $2662810.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 6.0000%  | 0.0000% | $9074544.00        | $9345283.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 6.0000%  | 0.0000% | $12289968.00       | $12997668.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-02-01      | 3.0000%  | 0.0000% | $800000.00         | $244334.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-12-01      | 4.5000%  | 0.0000% | $216524.00         | $37751.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-10-01      | 4.0000%  | 0.0000% | $1090000.00        | $293876.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-05-01      | 3.0000%  | 0.0000% | $4458000.00        | $635667.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-10-01      | 3.5000%  | 0.0000% | $250000.00         | $22949.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-01      | 2.0000%  | 0.0000% | $699549.00         | $472792.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-01      | 2.5000%  | 0.0000% | $425000.00         | $183628.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-06-01      | 5.0000%  | 0.0000% | $1079668.00        | $755165.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-06-01      | 2.5000%  | 0.0000% | $22844864.00       | $15372883.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 3.0000%  | 0.0000% | $600000.00         | $396453.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 7.0000%  | 0.0000% | $2520650.00        | $2231350.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.0000%  | 0.0000% | $11417440.00       | $7450968.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-01-01      | 4.5000%  | 0.0000% | $21300.00          | $21554.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-04-01      | 5.0000%  | 0.0000% | $325000.00         | $49802.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.0000%  | 0.0000% | $171000.00         | $123730.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.0000%  | 0.0000% | $148265.00         | $105988.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 6.0000%  | 0.0000% | $3505168.00        | $2835402.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 4.5000%  | 0.0000% | $2727808.00        | $2689157.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.0000%  | 0.0000% | $8763280.00        | $8876578.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.0000%  | 0.0000% | $11029232.00       | $11130069.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.5000%  | 0.0000% | $10235008.00       | $10515964.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.5000%  | 0.0000% | $3330800.00        | $3432950.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $20000.00          | $18809.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.5000%  | 0.0000% | $19722272.00       | $20206780.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-02-01      | 3.5000%  | 0.0000% | $1500000.00        | $509056.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-07-01      | 2.5000%  | 0.0000% | $3040000.00        | $1354199.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-08-01      | 2.0000%  | 0.0000% | $936000.00         | $318406.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-09-01      | 5.0000%  | 0.0000% | $300000.00         | $89895.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-01      | 3.0000%  | 0.0000% | $641765.00         | $222488.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-01      | 2.5000%  | 0.0000% | $77050.00          | $52126.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-01      | 2.5000%  | 0.0000% | $37633920.00       | $24801719.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-01      | 3.0000%  | 0.0000% | $726110.00         | $472494.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-01      | 3.0000%  | 0.0000% | $1245616.00        | $800578.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-03-01      | 3.0000%  | 0.0000% | $24568736.00       | $12605715.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.5000%  | 0.0000% | $300000.00         | $210516.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 3.5000%  | 0.0000% | $581000.00         | $416516.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.0000%  | 0.0000% | $89788959.00       | $79351568.68       | Agency Mortgage-Backed Securities |

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53E6, C.4 - ISIN: US3130B53E63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175498513.52
- **C.18.a - Value (excl. sponsor support):** $175498513.52
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 3.675000%
- **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):** $219998616.20
- **C.18.a - Value (excl. sponsor support):** $219998616.20
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 3.680000%
- **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):** $176000536.80
- **C.18.a - Value (excl. sponsor support):** $176000536.80
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 3.740000%
- **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):** $205013874.40
- **C.18.a - Value (excl. sponsor support):** $205013874.40
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 3.770000%
- **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):** $87545618.13
- **C.18.a - Value (excl. sponsor support):** $87545618.13
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 3.745000%
- **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):** $50009573.50
- **C.18.a - Value (excl. sponsor support):** $50009573.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 3.715000%
- **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):** $128494640.27
- **C.18.a - Value (excl. sponsor support):** $128494640.27
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 3.820000%
- **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):** $84041309.52
- **C.18.a - Value (excl. sponsor support):** $84041309.52
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.820000%
- **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):** $125069605.00
- **C.18.a - Value (excl. sponsor support):** $125069605.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84B5, C.4 - ISIN: US3130B84B51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149996661.00
- **C.18.a - Value (excl. sponsor support):** $149996661.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85P3, C.4 - ISIN: US3130B85P39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128996696.31
- **C.18.a - Value (excl. sponsor support):** $128996696.31
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 3.660000%
- **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):** $119997411.60
- **C.18.a - Value (excl. sponsor support):** $119997411.60
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $636482795.41
- **C.18.a - Value (excl. sponsor support):** $636482795.41
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8J37, C.4 - ISIN: US3130B8J371, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $325497884.25
- **C.18.a - Value (excl. sponsor support):** $325497884.25
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249995192.50
- **C.18.a - Value (excl. sponsor support):** $249995192.50
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **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):** $205000241.90
- **C.18.a - Value (excl. sponsor support):** $205000241.90
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BJ8, C.4 - ISIN: US3130B9BJ87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123999929.32
- **C.18.a - Value (excl. sponsor support):** $123999929.32
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CC2, C.4 - ISIN: US3130B9CC26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83500000.00
- **C.18.a - Value (excl. sponsor support):** $83500000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3130B9D72, C.4 - ISIN: US3130B9D729, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $166167274.00
- **C.18.a - Value (excl. sponsor support):** $166167274.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-03-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3130B9DJ6, C.4 - ISIN: US3130B9DJ69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123000000.00
- **C.18.a - Value (excl. sponsor support):** $123000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: 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: 313313SR0, C.4 - ISIN: US313313SR08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $83459641.95
- **C.18.a - Value (excl. sponsor support):** $83459641.95
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 29: 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: 313313VM7, C.4 - ISIN: US313313VM73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13401860.67
- **C.18.a - Value (excl. sponsor support):** $13401860.67
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **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 30: 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: 313313WD6, C.4 - ISIN: US313313WD65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75078633.81
- **C.18.a - Value (excl. sponsor support):** $75078633.81
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **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 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SP2, C.4 - ISIN: US313385SP29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20265121.41
- **C.18.a - Value (excl. sponsor support):** $20265121.41
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $46854704.67
- **C.18.a - Value (excl. sponsor support):** $46854704.67
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.4 - ISIN: US313385TU05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199361778.00
- **C.18.a - Value (excl. sponsor support):** $199361778.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125110851.64
- **C.18.a - Value (excl. sponsor support):** $125110851.64
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VM5, C.4 - ISIN: US313385VM50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69491129.40
- **C.18.a - Value (excl. sponsor support):** $69491129.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **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 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124761178.13
- **C.18.a - Value (excl. sponsor support):** $124761178.13
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WR3, C.4 - ISIN: US313385WR39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204923818.98
- **C.18.a - Value (excl. sponsor support):** $204923818.98
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **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):** $176117707.04
- **C.18.a - Value (excl. sponsor support):** $176117707.04
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4M0, C.4 - ISIN: US3133ER4M08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89999094.60
- **C.18.a - Value (excl. sponsor support):** $89999094.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **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):** $59023365.18
- **C.18.a - Value (excl. sponsor support):** $59023365.18
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **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):** $86554270.10
- **C.18.a - Value (excl. sponsor support):** $86554270.10
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **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):** $260388601.20
- **C.18.a - Value (excl. sponsor support):** $260388601.20
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **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):** $89994860.10
- **C.18.a - Value (excl. sponsor support):** $89994860.10
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2H9, C.4 - ISIN: US3133ET2H94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150993105.34
- **C.18.a - Value (excl. sponsor support):** $150993105.34
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49998745.00
- **C.18.a - Value (excl. sponsor support):** $49998745.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETD20, C.4 - ISIN: US3133ETD205, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $165992433.72
- **C.18.a - Value (excl. sponsor support):** $165992433.72
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68814656.46
- **C.18.a - Value (excl. sponsor support):** $68814656.46
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPB7, C.4 - ISIN: US3133ETPB70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85993116.56
- **C.18.a - Value (excl. sponsor support):** $85993116.56
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $128952231.30
- **C.18.a - Value (excl. sponsor support):** $128952231.30
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63544867.83
- **C.18.a - Value (excl. sponsor support):** $63544867.83
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **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):** $54999926.30
- **C.18.a - Value (excl. sponsor support):** $54999926.30
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999141.00
- **C.18.a - Value (excl. sponsor support):** $24999141.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127233864.70
- **C.18.a - Value (excl. sponsor support):** $127233864.70
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **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):** $209999195.70
- **C.18.a - Value (excl. sponsor support):** $209999195.70
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **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):** $247376689.82
- **C.18.a - Value (excl. sponsor support):** $247376689.82
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 56: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.750000%
- **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):** $262754479.89
- **C.18.a - Value (excl. sponsor support):** $262754479.89
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 57: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $55024420.55
- **C.18.a - Value (excl. sponsor support):** $55024420.55
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 58: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $26506767.57
- **C.18.a - Value (excl. sponsor support):** $26506767.57
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 59: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.745000%
- **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):** $73544307.27
- **C.18.a - Value (excl. sponsor support):** $73544307.27
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 60: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $200161728.00
- **C.18.a - Value (excl. sponsor support):** $200161728.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 61: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $130544584.02
- **C.18.a - Value (excl. sponsor support):** $130544584.02
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 62: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $60052301.40
- **C.18.a - Value (excl. sponsor support):** $60052301.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 63: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.785000%
- **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):** $213398253.53
- **C.18.a - Value (excl. sponsor support):** $213398253.53
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 64: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **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):** $367168038.29
- **C.18.a - Value (excl. sponsor support):** $367168038.29
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 65: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **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):** $73784545.24
- **C.18.a - Value (excl. sponsor support):** $73784545.24
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 66: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **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):** $237923293.88
- **C.18.a - Value (excl. sponsor support):** $237923293.88
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 67: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCHQ1, C.4 - ISIN: US3136GCHQ10, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $122980069.08
- **C.18.a - Value (excl. sponsor support):** $122980069.08
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2027-02-16
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_2.75_0202
- **C.18 - Value (incl. sponsor support):** $161900000.00
- **C.18.a - Value (excl. sponsor support):** $161900000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 2.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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 | 2031-08-15      | 0.0000%  | 0.0000% | $1.27              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 0.0000%  | 0.0000% | $1.30              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 0.0000%  | 0.0000% | $1.33              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 0.0000%  | 0.0000% | $21009.08          | $15751.79          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 0.0000%  | 0.0000% | $3.09              | $2.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.0000%  | 0.0000% | $1.22              | $1.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 0.0000%  | 0.0000% | $24398.40          | $19392.68          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 0.0000%  | 0.0000% | $1.38              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 0.0000%  | 0.0000% | $230082150.40      | $162108980.71      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 0.0000%  | 0.0000% | $117.66            | $115.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 0.0000%  | 0.0000% | $2.13              | $2.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 0.0000%  | 0.0000% | $2.15              | $2.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 0.0000%  | 0.0000% | $226.52            | $206.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 0.0000%  | 0.0000% | $2867.20           | $2588.81           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 0.0000%  | 0.0000% | $49232.48          | $44004.98          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-15      | 0.0000%  | 0.0000% | $3400076.80        | $2946931.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-05-15      | 0.0000%  | 0.0000% | $5.09              | $3.06              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-08-15      | 0.0000%  | 0.0000% | $1.83              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-11-15      | 0.0000%  | 0.0000% | $1.96              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-11-15      | 0.0000%  | 0.0000% | $0.51              | $0.13              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-02-15      | 0.0000%  | 0.0000% | $1.99              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-05-15      | 0.0000%  | 0.0000% | $2.02              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 0.0000%  | 0.0000% | $2.24              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-08-15      | 0.0000%  | 0.0000% | $2.45              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 0.0000%  | 0.0000% | $2.67              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-02-15      | 0.0000%  | 0.0000% | $3.12              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-05-15      | 0.0000%  | 0.0000% | $2.27              | $0.73              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 0.0000%  | 0.0000% | $3.19              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 0.0000%  | 0.0000% | $3.19              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-05-15      | 0.0000%  | 0.0000% | $3.32              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-02-15      | 0.0000%  | 0.0000% | $0.99              | $0.29              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-02-15      | 0.0000%  | 0.0000% | $4.30              | $1.02              | U.S. Treasuries (including strips) |

### Security 69: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_3.68_0202
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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 | 2047-11-15      | 0.0000%  | 0.0000% | $106773200.00      | $36137923.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-11-15      | 4.0000%  | 0.0000% | $451395200.00      | $395764257.99      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.0000%  | 0.0000% | $56827904.00       | $47228079.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 0.0000%  | 0.0000% | $49578393.60       | $45631953.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 0.0000%  | 0.0000% | $75126271.50       | $67149363.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 0.0000%  | 0.0000% | $44204687.36       | $20088422.33       | U.S. Treasuries (including strips) |

### Security 70: HSBC USA, Inc.

- **C.1 - Title:** HSBC USA, Inc. 3.670000%
- **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_3.67_0202
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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 | 2039-08-15      | 0.0000%  | 0.0000% | $24379100.00       | $13137775.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-02-15      | 0.0000%  | 0.0000% | $562100.00         | $277614.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 0.0000%  | 0.0000% | $67308500.00       | $32766922.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-08-15      | 0.0000%  | 0.0000% | $1024700.00        | $490759.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-08-15      | 0.0000%  | 0.0000% | $1290300.00        | $547089.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-08-15      | 0.0000%  | 0.0000% | $10168500.00       | $4076419.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-08-15      | 0.0000%  | 0.0000% | $24977300.00       | $9487927.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-02-15      | 0.0000%  | 0.0000% | $152800.00         | $53581.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 0.0000%  | 0.0000% | $48952600.00       | $16691808.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-11-15      | 0.0000%  | 0.0000% | $2100000.00        | $985471.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-05-15      | 0.0000%  | 0.0000% | $480190000.00      | $112948371.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 0.1250%  | 0.0000% | $49665000.00       | $56465833.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 0.0000%  | 0.0000% | $68777728.00       | $45924195.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-02-15      | 0.0000%  | 0.0000% | $35886607.65       | $20618901.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-11-15      | 0.0000%  | 0.0000% | $33982955.52       | $9121636.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-11-15      | 0.0000%  | 0.0000% | $17013120.00       | $9366692.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-11-15      | 0.0000%  | 0.0000% | $31477104.64       | $15376565.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-11-15      | 0.0000%  | 0.0000% | $38894960.64       | $14200705.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 0.0000%  | 0.0000% | $48128491.52       | $16904506.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-02-15      | 0.0000%  | 0.0000% | $5559992.32        | $1901039.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-05-15      | 0.0000%  | 0.0000% | $74517708.79       | $25215078.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 0.0000%  | 0.0000% | $4549012.48        | $1441104.41        | U.S. Treasuries (including strips) |

### Security 71: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.600000%
- **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_3.60_0202
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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 | 2041-11-15      | 0.0000%  | 0.0000% | $6604000.00        | $3123328.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 0.0000%  | 0.0000% | $26900.00          | $11827.23          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 1.8750%  | 0.0000% | $14094700.00       | $14014485.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 0.8750%  | 0.0000% | $35851300.00       | $35463178.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 4.3750%  | 0.0000% | $280500.00         | $289625.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $331923200.00      | $350366054.32      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.0000%  | 0.0000% | $35553.66          | $29547.65          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-05-15      | 0.0000%  | 0.0000% | $61141.34          | $17822.21          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-05-15      | 0.0000%  | 0.0000% | $19812499.99       | $4684130.69        | U.S. Treasuries (including strips) |

### Security 72: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.610000%
- **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_3.61_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $1100.00           | $1041.30           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $100369600.00      | $101999013.51      | U.S. Treasuries (including strips) |

### Security 73: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.660000%
- **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_3.66_0202
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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 | 2044-02-15      | 0.0000%  | 0.0000% | $73300.00          | $30363.13          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-11-15      | 0.0000%  | 0.0000% | $39719200.00       | $10966987.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-08-15      | 0.0000%  | 0.0000% | $80400.00          | $36321.75          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 0.0000%  | 0.0000% | $79347000.00       | $20702425.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-11-15      | 0.0000%  | 0.0000% | $110349000.00      | $25620830.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 4.6250%  | 0.0000% | $51687900.00       | $52088112.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-05-15      | 0.0000%  | 0.0000% | $172570063.09      | $43554958.22       | U.S. Treasuries (including strips) |

### Security 74: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.670000%
- **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_3.67_0202
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2028-10-25      | 0.0000%  | 0.0000% | $1284830.00        | $905911.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $1000.00           | $18.30             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2026-02-15      | 4.0000%  | 0.0000% | $385024.00         | $72.40             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2026-02-15      | 4.0000%  | 0.0000% | $679923.00         | $89.16             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2027-02-01      | 3.5000%  | 0.0000% | $12000.00          | $37.18             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $81.07             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2028-12-15      | 6.0000%  | 0.0000% | $20000.00          | $80.34             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2042-12-25      | 3.0000%  | 0.0000% | $24499999.00       | $132840.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-07-25      | 3.5000%  | 0.0000% | $32500000.00       | $429542.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-01-25      | 3.5000%  | 0.0000% | $14346336.00       | $692987.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-06-25      | 5.0000%  | 0.0000% | $162897408.00      | $8943543.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-07-25      | 3.5000%  | 0.0000% | $42139264.00       | $2657440.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-12-25      | 2.0000%  | 0.0000% | $39515000.00       | $3694528.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-11-25      | 4.0000%  | 0.0000% | $88167933.00       | $6426000.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-02-25      | 3.5000%  | 0.0000% | $33838656.00       | $2227157.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-02-25      | 3.5000%  | 0.0000% | $40566528.00       | $3262683.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-25      | 3.0000%  | 0.0000% | $165881088.00      | $14759724.86       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-11-25      | 4.5000%  | 0.0000% | $17000000.00       | $1913349.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-08-25      | 3.0000%  | 0.0000% | $114032128.00      | $8919344.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-25      | 5.5000%  | 0.0000% | $8048800.00        | $734970.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-10-25      | 5.5000%  | 0.0000% | $17235328.00       | $2096119.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-03-25      | 5.5000%  | 0.0000% | $9847632.00        | $951918.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-06-25      | 6.0000%  | 0.0000% | $18424500.00       | $3181510.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-06-25      | 6.0000%  | 0.0000% | $2883316.00        | $489979.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-06-25      | 5.0000%  | 0.0000% | $59928999.00       | $59635567.38       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-05-25      | 6.0000%  | 0.0000% | $12000000.00       | $2430640.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2030-03-01      | 8.0000%  | 0.0000% | $12000.00          | $6.17              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-10-01      | 6.5000%  | 0.0000% | $6000.00           | $38.75             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-05-01      | 6.0000%  | 0.0000% | $4999.00           | $3.11              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2026-12-01      | 7.5000%  | 0.0000% | $8975.00           | $1.38              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2042-10-15      | 4.5000%  | 0.0000% | $94872576.00       | $939221.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-08-25      | 2.0754%  | 0.0000% | $15530000.00       | $184608.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2044-12-25      | 1.8982%  | 0.0000% | $20223645.00       | $309299.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-09-25      | 2.7271%  | 0.0000% | $2000000.00        | $224675.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2057-07-25      | 5.6147%  | 0.0000% | $5221500.00        | $1350290.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-02-01      | 6.0000%  | 0.0000% | $26999.00          | $1.66              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2026-02-25      | 3.5000%  | 0.0000% | $9000.00           | $1.12              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2026-03-01      | 4.0000%  | 0.0000% | $250000.00         | $48.36             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-05-01      | 4.5000%  | 0.0000% | $2000.00           | $75.80             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $95.14             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2027-01-01      | 4.5000%  | 0.0000% | $271881.00         | $0.09              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-06-01      | 3.5000%  | 0.0000% | $1000.00           | $6.74              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 4.5000%  | 0.0000% | $1000.00           | $63.24             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-02-01      | 4.5000%  | 0.0000% | $1000.00           | $84.13             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-01-01      | 3.5000%  | 0.0000% | $4000.00           | $76.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-03-01      | 3.5000%  | 0.0000% | $1000.00           | $35.72             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2044-03-01      | 4.5000%  | 0.0000% | $1000.00           | $12.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2033-11-01      | 6.1170%  | 0.0000% | $102364.00         | $87.28             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2035-12-01      | 5.5000%  | 0.0000% | $11000.00          | $36.59             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2036-05-01      | 5.5000%  | 0.0000% | $4000.00           | $6.81              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2026-04-01      | 3.5000%  | 0.0000% | $2000.00           | $0.65              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-08-01      | 3.5000%  | 0.0000% | $8000.00           | $15.87             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2036-09-01      | 5.5000%  | 0.0000% | $2016.00           | $24.61             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-06-01      | 5.5000%  | 0.0000% | $11000.00          | $81.67             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 6.0000%  | 0.0000% | $13231.00          | $95.10             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 5.5000%  | 0.0000% | $2594.00           | $35.88             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 6.5000%  | 0.0000% | $5046.00           | $32.81             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-05-01      | 5.5000%  | 0.0000% | $1578.00           | $9.43              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-05-01      | 5.5000%  | 0.0000% | $6000.00           | $35.38             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-08-01      | 6.0000%  | 0.0000% | $8000.00           | $68.53             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-12-01      | 5.5000%  | 0.0000% | $3196.00           | $39.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-08-01      | 5.5000%  | 0.0000% | $3962.00           | $57.12             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-10-01      | 6.0000%  | 0.0000% | $1000.00           | $12.09             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2033-10-01      | 3.5000%  | 0.0000% | $1000.00           | $69.23             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2034-05-01      | 3.5000%  | 0.0000% | $1000.00           | $88.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2034-04-01      | 3.5000%  | 0.0000% | $1000.00           | $71.09             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-10-01      | 4.5000%  | 0.0000% | $1000.00           | $35.17             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-10-15      | 4.5000%  | 0.0000% | $1002.00           | $42.71             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2027-02-15      | 3.0000%  | 0.0000% | $5000.00           | $30.49             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2027-06-15      | 2.5000%  | 0.0000% | $8302.00           | $94.04             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2042-02-15      | 5.0000%  | 0.0000% | $1000.00           | $28.83             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2043-01-20      | 3.0000%  | 0.0000% | $1000.00           | $87.47             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2043-03-20      | 3.5000%  | 0.0000% | $1002.00           | $88.45             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2042-06-20      | 3.5000%  | 0.0000% | $1000.00           | $73.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2042-07-20      | 4.0000%  | 0.0000% | $1000.00           | $58.04             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2042-08-20      | 4.0000%  | 0.0000% | $1000.00           | $62.09             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2027-12-20      | 2.5000%  | 0.0000% | $3937.00           | $77.69             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-02-20      | 2.5000%  | 0.0000% | $2000.00           | $50.75             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2043-10-20      | 4.0000%  | 0.0000% | $1000.00           | $54.39             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-11-20      | 2.5000%  | 0.0000% | $3005.00           | $92.69             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-10-20      | 3.5000%  | 0.0000% | $1000.00           | $23.32             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-11-20      | 3.5000%  | 0.0000% | $2000.00           | $68.63             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-04-20      | 3.0000%  | 0.0000% | $1000.00           | $44.86             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2045-04-20      | 3.5000%  | 0.0000% | $1000.00           | $72.34             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2045-11-20      | 3.5000%  | 0.0000% | $1000.00           | $97.62             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-01-20      | 3.5000%  | 0.0000% | $1000.00           | $96.85             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-04-20      | 5.0000%  | 0.0000% | $1000.00           | $89.17             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-05-20      | 4.0000%  | 0.0000% | $1010.00           | $93.29             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-06-20      | 4.5000%  | 0.0000% | $1006.00           | $71.86             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-05-20      | 4.5000%  | 0.0000% | $1000.00           | $71.46             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-03-20      | 4.5000%  | 0.0000% | $1007.00           | $74.15             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-03-20      | 5.5000%  | 0.0000% | $1000.00           | $79.60             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-05-20      | 5.0000%  | 0.0000% | $1008.00           | $87.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-11-20      | 2.5000%  | 0.0000% | $1000.00           | $88.62             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-08-15      | 3.0000%  | 0.0000% | $4006.00           | $87.51             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-02-15      | 4.5000%  | 0.0000% | $1000.00           | $78.42             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-09-15      | 4.5000%  | 0.0000% | $1000.00           | $88.64             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2044-06-20      | 4.0000%  | 0.0000% | $1000.00           | $68.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2032-10-15      | 6.0000%  | 0.0000% | $26000.00          | $36.66             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-02-20      | 6.0000%  | 0.0000% | $30000.00          | $33.85             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-08-20      | 8.0000%  | 0.0000% | $92197.00          | $9.66              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-02-20      | 5.5000%  | 0.0000% | $3035.00           | $32.33             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-02-20      | 6.0000%  | 0.0000% | $6008.00           | $67.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-06-20      | 6.0000%  | 0.0000% | $3036.00           | $35.37             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-11-20      | 6.0000%  | 0.0000% | $7080.00           | $75.36             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-05-20      | 4.0000%  | 0.0000% | $2000.00           | $87.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-08-20      | 4.5000%  | 0.0000% | $1000.00           | $34.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-09-20      | 6.0000%  | 0.0000% | $3003.00           | $79.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-10-20      | 6.0000%  | 0.0000% | $1001.00           | $18.40             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-03-20      | 5.0000%  | 0.0000% | $2048.00           | $70.10             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-10-20      | 6.5000%  | 0.0000% | $2001.00           | $80.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-06-20      | 5.0000%  | 0.0000% | $1000.00           | $35.01             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-01-20      | 6.0000%  | 0.0000% | $2001.00           | $82.51             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-10-20      | 4.0000%  | 0.0000% | $2006.00           | $95.50             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-11-20      | 6.0000%  | 0.0000% | $2000.00           | $59.38             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2026-03-20      | 5.6250%  | 0.0000% | $818930.00         | $14.25             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2026-04-20      | 5.6250%  | 0.0000% | $1343213.00        | $29.86             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-02-15      | 5.5000%  | 0.0000% | $4004.00           | $50.33             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-03-15      | 7.0000%  | 0.0000% | $130572.00         | $33.52             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-06-15      | 6.0000%  | 0.0000% | $25000.00          | $36.53             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-07-15      | 5.0000%  | 0.0000% | $4000.00           | $54.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-12-15      | 5.0000%  | 0.0000% | $2000.00           | $48.08             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-11-20      | 6.0000%  | 0.0000% | $2001.00           | $57.12             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-08-15      | 4.5000%  | 0.0000% | $1999.00           | $52.67             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-08-15      | 7.5000%  | 0.0000% | $30488.00          | $35.71             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2027-07-15      | 7.0000%  | 0.0000% | $376424.00         | $32.92             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2027-06-15      | 9.0000%  | 0.0000% | $9174212.00        | $59.46             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2031-03-15      | 6.0000%  | 0.0000% | $27447.00          | $35.63             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-12-15      | 5.5000%  | 0.0000% | $2000.00           | $98.77             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-06-15      | 5.0000%  | 0.0000% | $1000.00           | $89.26             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2044-05-20      | 4.5000%  | 0.0000% | $6006.00           | $72.20             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-05-20      | 4.5000%  | 0.0000% | $2003.00           | $39.52             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-04-20      | 4.5000%  | 0.0000% | $2000.00           | $56.75             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-09-15      | 5.5000%  | 0.0000% | $4002.00           | $51.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-04-15      | 5.0000%  | 0.0000% | $1200.00           | $37.67             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2036-05-15      | 6.0000%  | 0.0000% | $5011.00           | $36.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-05-15      | 6.0000%  | 0.0000% | $1008.00           | $22.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-05-15      | 5.5000%  | 0.0000% | $8431.00           | $74.24             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-06-15      | 5.5000%  | 0.0000% | $10060.00          | $38.01             | Agency Mortgage-Backed Securities         |

### Security 75: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 3.600000%
- **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_3.60_0202
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 6.8800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49908147.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49908147.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49908147.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49908147.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49908147.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50836880.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49908147.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50836880.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $23066700.00       | $23452781.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49908147.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49908147.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49908147.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50836880.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49908147.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49908147.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50836880.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49908147.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49908147.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-17      | 4.5000%  | 0.0000% | $50000000.00       | $51097373.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50574689.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $46796500.00       | $47334369.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50574689.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50574689.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-17      | 4.5000%  | 0.0000% | $50000000.00       | $51097373.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-17      | 4.5000%  | 0.0000% | $50000000.00       | $51097373.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-17      | 4.5000%  | 0.0000% | $50000000.00       | $51097373.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50596338.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-17      | 4.5000%  | 0.0000% | $50000000.00       | $51097373.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50596338.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50596338.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50596338.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-17      | 4.5000%  | 0.0000% | $50000000.00       | $51097373.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50574689.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50574689.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50574689.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50574689.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50574689.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51223899.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50574689.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50596338.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-17      | 4.5000%  | 0.0000% | $50000000.00       | $51097373.84       | U.S. Treasuries (including strips) |

### Security 76: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 3.660000%
- **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_3.66_0202
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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 | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49939914.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49939914.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $49969400.00       | $49909351.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49939914.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49939914.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49939914.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49939914.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49939914.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49939914.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $34156100.00       | $35071330.89       | U.S. Treasuries (including strips) |

### Security 77: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 795993005, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795993005_3.66_0202
- **C.18 - Value (incl. sponsor support):** $141000000.00
- **C.18.a - Value (excl. sponsor support):** $141000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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 | 2041-02-15      | 4.7500%  | 0.0000% | $100.00            | $103.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $81.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-02-15      | 4.5000%  | 0.0000% | $2798900.00        | $2764679.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $139017100.00      | $141055232.77      | U.S. Treasuries (including strips) |

### Security 78: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.50_0202
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $250000000.00      | $252923137.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $62170900.00       | $62531688.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $240151900.00      | $296545334.60      | U.S. Treasuries (including strips) |

### Security 79: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.66_0202
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 6.8800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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 | 2034-08-15      | 3.8750%  | 0.0000% | $180379300.00      | $180061311.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $1812147700.00     | $1859938728.00     | U.S. Treasuries (including strips) |

### 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: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $184685586.95
- **C.18.a - Value (excl. sponsor support):** $184685586.95
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 81: 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):** $184159189.80
- **C.18.a - Value (excl. sponsor support):** $184159189.80
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 82: 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):** $359368412.04
- **C.18.a - Value (excl. sponsor support):** $359368412.04
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 83: 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):** $346502803.50
- **C.18.a - Value (excl. sponsor support):** $346502803.50
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 84: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $320395344.34
- **C.18.a - Value (excl. sponsor support):** $320395344.34
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $159995995.25
- **C.18.a - Value (excl. sponsor support):** $159995995.25
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $411913570.04
- **C.18.a - Value (excl. sponsor support):** $411913570.04
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497385375.00
- **C.18.a - Value (excl. sponsor support):** $497385375.00
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 88: 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):** $308165919.10
- **C.18.a - Value (excl. sponsor support):** $308165919.10
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 89: 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):** $349205510.72
- **C.18.a - Value (excl. sponsor support):** $349205510.72
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 90: 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):** $399114296.00
- **C.18.a - Value (excl. sponsor support):** $399114296.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 91: 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):** $346251237.50
- **C.18.a - Value (excl. sponsor support):** $346251237.50
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 92: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $322380264.42
- **C.18.a - Value (excl. sponsor support):** $322380264.42
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $320429957.25
- **C.18.a - Value (excl. sponsor support):** $320429957.25
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $347057074.00
- **C.18.a - Value (excl. sponsor support):** $347057074.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $359678952.93
- **C.18.a - Value (excl. sponsor support):** $359678952.93
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $294978063.00
- **C.18.a - Value (excl. sponsor support):** $294978063.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.857700%
- **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):** $835000000.00
- **C.18.a - Value (excl. sponsor support):** $835000000.00
- **C.19 - Percentage of Net Assets:** 2.8700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 98: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.762700%
- **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):** $714750533.62
- **C.18.a - Value (excl. sponsor support):** $714750533.62
- **C.19 - Percentage of Net Assets:** 2.4600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 99: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 94974A003_3.66_0202
- **C.18 - Value (incl. sponsor support):** $282300000.00
- **C.18.a - Value (excl. sponsor support):** $282300000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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 | 2029-01-15      | 0.8750%  | 0.0000% | $42758816.51       | $54597183.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $186670.88         | $249331.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $60129.90          | $72590.09          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-15      | 0.1250%  | 0.0000% | $328879.50         | $386289.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-15      | 0.1250%  | 0.0000% | $2051791.69        | $2327460.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 0.1250%  | 0.0000% | $17954844.60       | $21281002.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-15      | 0.1250%  | 0.0000% | $9339789.64        | $10099911.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 0.1250%  | 0.0000% | $55366.09          | $62912.88          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.1250%  | 0.0000% | $114514889.14      | $114585595.32      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-01-15      | 1.8750%  | 0.0000% | $84489919.88       | $84283740.70       | U.S. Treasuries (including strips) |

### Security 100: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 94974A003_3.67_0202
- **C.18 - Value (incl. sponsor support):** $607900000.00
- **C.18.a - Value (excl. sponsor support):** $607900000.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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. | 2033-11-01      | 5.5000%  | 0.0000% | $118691.12         | $554.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-02-01      | 5.0000%  | 0.0000% | $20085910.96       | $564176.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-02-01      | 3.5000%  | 0.0000% | $405266.67         | $57014.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-02-01      | 5.0000%  | 0.0000% | $89965.15          | $611.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-05-01      | 5.0000%  | 0.0000% | $1359433.26        | $41821.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-01-01      | 5.5000%  | 0.0000% | $52043.67          | $2522.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-04-01      | 3.0000%  | 0.0000% | $219519.44         | $46510.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 5.5000%  | 0.0000% | $2971955.56        | $2292.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-06-01      | 3.5000%  | 0.0000% | $1123264.11        | $132704.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-03-01      | 2.5000%  | 0.0000% | $1088311.21        | $677023.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-01      | 2.5000%  | 0.0000% | $1042789.63        | $661920.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-09-01      | 3.0000%  | 0.0000% | $1098048.42        | $133658.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-03-01      | 2.5000%  | 0.0000% | $3377222.22        | $1242423.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-01-01      | 3.5000%  | 0.0000% | $13300718.26       | $11670472.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.5000%  | 0.0000% | $14859.78          | $9126.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-03-01      | 4.0000%  | 0.0000% | $7468451.36        | $1497110.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.0000%  | 0.0000% | $581033.52         | $380192.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.0000%  | 0.0000% | $12833.44          | $9647.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 4.5000%  | 0.0000% | $256668.89         | $185171.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 6.5000%  | 0.0000% | $33772.22          | $23992.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 6.0000%  | 0.0000% | $10180474.28       | $8344166.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 4.5000%  | 0.0000% | $10807.11          | $9849.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 7.0000%  | 0.0000% | $7703525.62        | $5739710.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.0000%  | 0.0000% | $16886.11          | $15719.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.0000%  | 0.0000% | $624786.11         | $558599.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-05-01      | 3.5000%  | 0.0000% | $9173211.00        | $2003928.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-07-01      | 2.5000%  | 0.0000% | $11482.56          | $4046.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 6.0000%  | 0.0000% | $187409304.58      | $158046647.60      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-07-01      | 3.0000%  | 0.0000% | $75649.78          | $38667.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 2.0000%  | 0.0000% | $3050469.89        | $1902634.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 2.5000%  | 0.0000% | $311461.62         | $222546.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.5000%  | 0.0000% | $257344.33         | $218779.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 4.0000%  | 0.0000% | $40953109.87       | $38217492.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 5.0000%  | 0.0000% | $177641.89         | $146701.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-10-01      | 5.0000%  | 0.0000% | $1660536.26        | $309565.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 3.0000%  | 0.0000% | $172238.33         | $91321.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.5000%  | 0.0000% | $27309562.35       | $20729699.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 5.0000%  | 0.0000% | $202633.33         | $171835.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.0000%  | 0.0000% | $2772074.66        | $2146213.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-07-01      | 3.0000%  | 0.0000% | $33666.18          | $8545.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-12-01      | 6.0000%  | 0.0000% | $1065003.65        | $494127.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-01      | 3.0000%  | 0.0000% | $103343.00         | $33881.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 2.5000%  | 0.0000% | $491670.20         | $348834.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 6.0000%  | 0.0000% | $673828.11         | $474270.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.5000%  | 0.0000% | $54035555.56       | $45305434.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 5.0000%  | 0.0000% | $47281.11          | $42402.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-02-01      | 2.5000%  | 0.0000% | $43903.89          | $27293.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-09-01      | 2.0000%  | 0.0000% | $88483222.22       | $46372223.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-11-01      | 5.5000%  | 0.0000% | $1393587.11        | $1398776.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-09-01      | 4.0000%  | 0.0000% | $622759.78         | $330469.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-04-01      | 3.0000%  | 0.0000% | $671090.53         | $399721.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 4.5000%  | 0.0000% | $1122461.01        | $915432.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-11-01      | 5.0000%  | 0.0000% | $3028000.56        | $3072350.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-02-01      | 4.5000%  | 0.0000% | $2035176.93        | $2046614.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $1443066.79        | $1502604.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 4.0000%  | 0.0000% | $78133.39          | $74235.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $3507583.00        | $3547684.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.0000%  | 0.0000% | $805506.00         | $810611.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 4.5000%  | 0.0000% | $680040.84         | $665874.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $1094367.92        | $1138704.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 5.5000%  | 0.0000% | $7017328.77        | $6886560.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 5.0000%  | 0.0000% | $697136.34         | $699199.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $780337.59         | $615511.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $810186.15         | $831802.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $805332.41         | $824865.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $1780726.87        | $1827099.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.5000%  | 0.0000% | $14062067.08       | $11571719.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $1574353.60        | $1526562.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.0000%  | 0.0000% | $736234.44         | $722957.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $34920477.78       | $30887170.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $61969775.17       | $61426061.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $30622103.33       | $30728139.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-12-01      | 4.5000%  | 0.0000% | $538418.38         | $479639.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $348911.63         | $353457.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.5000%  | 0.0000% | $3649666.12        | $3603091.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.0000%  | 0.0000% | $33922254.64       | $34352991.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 4.5000%  | 0.0000% | $3377.22           | $3255.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 4.0000%  | 0.0000% | $11527007.91       | $10652036.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 7.5000%  | 0.0000% | $551671.95         | $549184.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-10-01      | 5.5000%  | 0.0000% | $51009884.61       | $47695347.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 4.5000%  | 0.0000% | $808334.76         | $799581.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 6.0000%  | 0.0000% | $891535.33         | $928444.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-02-01      | 5.5000%  | 0.0000% | $6688351.53        | $6826148.67        | Agency Mortgage-Backed Securities |

### Security 101: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.660000%
- **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: 549300OC2RCD3PND7366, C.5 - Other ID: 964FUR009_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-02-19      | 0.0000%  | 0.0000% | $900.00            | $898.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 0.0000%  | 0.0000% | $200.00            | $198.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-17      | 0.0000%  | 0.0000% | $100.00            | $99.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-24      | 0.0000%  | 0.0000% | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-28      | 0.0000%  | 0.0000% | $200.00            | $197.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 0.0000%  | 0.0000% | $100.00            | $43.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 0.0000%  | 0.0000% | $528.26            | $375.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 0.0000%  | 0.0000% | $1467086.09        | $1018156.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 0.0000%  | 0.0000% | $357.31            | $241.68            | U.S. Treasuries (including strips) |

### Security 102: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.670000%
- **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: 549300OC2RCD3PND7366, C.5 - Other ID: 964FUR009_3.67_0202
- **C.18 - Value (incl. sponsor support):** $37000000.00
- **C.18.a - Value (excl. sponsor support):** $37000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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. | 2046-12-01      | 3.0000%  | 0.0000% | $40489066.00       | $8905776.58        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note               | 2026-04-02      | 0.0000%  | 0.0000% | $900.00            | $894.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-04-23      | 0.0000%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-15      | 2.8750%  | 0.0000% | $700.00            | $661.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-29      | 4.0000%  | 0.0000% | $16997700.00       | $17432850.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-03-31      | 4.1250%  | 0.0000% | $10486200.00       | $10772091.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 4.3750%  | 0.0000% | $3100.00           | $3141.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-08-31      | 3.7500%  | 0.0000% | $630200.00         | $635861.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Government Cash Management Portfolio

**Date:** 2026-02-06

**By:** /s/Diane Kenneally

**Name of Signing Officer:** Diane Kenneally

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