# EDGAR Filing Document

**Accession Number:** 0000862064
**File Stem:** 0001410368-26-022253
**Filing Date:** 2026-3
**Character Count:** 248871
**Document Hash:** 571a6763cd283a05616ba8b79a38918f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022253.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022253

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26729778

**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):** 2026-02-28

**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:** 24 days

- **WAL:** 83 days

- **Total Value of Portfolio Securities:** $28988428573.69

- **Amortized Cost of Portfolio Securities:** $28986907476.11

- **Cash:** $726158.37

- **Total Other Assets:** $45126618.40

- **Total Liabilities:** $3260101.21

- **Net Assets of Series:** $29029500151.67

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $18624513615.79           | $19342191706.00            | 68.3200%                  | 70.9500%                   |
| 2026-02-03 | $19819895935.44           | $20454116594.68            | 69.8600%                  | 72.0900%                   |
| 2026-02-04 | $21559093127.55           | $22193356106.39            | 71.7300%                  | 73.8400%                   |
| 2026-02-05 | $21059819201.47           | $21694118664.69            | 71.2500%                  | 73.4000%                   |
| 2026-02-06 | $21327260074.89           | $21918837564.53            | 71.8300%                  | 73.8200%                   |
| 2026-02-09 | $21764658524.42           | $22356348640.54            | 72.2500%                  | 74.2100%                   |
| 2026-02-10 | $20903741113.42           | $21670974573.90            | 71.4300%                  | 74.0500%                   |
| 2026-02-11 | $20979711946.85           | $21836978953.24            | 71.5000%                  | 74.4200%                   |
| 2026-02-12 | $20654053049.15           | $21374356635.02            | 71.4200%                  | 73.9100%                   |
| 2026-02-13 | $19874796723.57           | $20595145534.42            | 70.6100%                  | 73.1700%                   |
| 2026-02-17 | $20802068271.92           | $21472081287.77            | 71.9900%                  | 74.3100%                   |
| 2026-02-18 | $21779000764.29           | $22359072943.17            | 73.1300%                  | 75.0800%                   |
| 2026-02-19 | $21113821006.13           | $21693946909.46            | 72.5200%                  | 74.5100%                   |
| 2026-02-20 | $21805413515.69           | $22385597953.68            | 73.1500%                  | 75.0900%                   |
| 2026-02-23 | $21832996622.11           | $22413358915.84            | 73.1800%                  | 75.1300%                   |
| 2026-02-24 | $24225590533.02           | $24982012526.28            | 75.1700%                  | 77.5200%                   |
| 2026-02-25 | $24933562171.98           | $25690048217.88            | 75.7100%                  | 78.0000%                   |
| 2026-02-26 | $21942613001.43           | $22699158641.00            | 73.8000%                  | 76.3500%                   |
| 2026-02-27 | $21288122187.73           | $21997743619.11            | 73.3200%                  | 75.7600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 0.0000%             |
| 2026-02-03 | 0.0000%             |
| 2026-02-04 | 0.0000%             |
| 2026-02-05 | 0.0000%             |
| 2026-02-06 | 0.0000%             |
| 2026-02-09 | 0.0000%             |
| 2026-02-10 | 0.0000%             |
| 2026-02-11 | 0.0000%             |
| 2026-02-12 | 0.0000%             |
| 2026-02-13 | 0.0000%             |
| 2026-02-17 | 0.0000%             |
| 2026-02-18 | 0.0000%             |
| 2026-02-19 | 0.0000%             |
| 2026-02-20 | 0.0000%             |
| 2026-02-23 | 0.0000%             |
| 2026-02-24 | 0.0000%             |
| 2026-02-25 | 0.0000%             |
| 2026-02-26 | 0.0000%             |
| 2026-02-27 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 0.0000                      |
|  |  |
| 2026-02-03 | 0.0000                      |
|  |  |
| 2026-02-04 | 0.0000                      |
|  |  |
| 2026-02-05 | 0.0000                      |
|  |  |
| 2026-02-06 | 0.0000                      |
|  |  |
| 2026-02-09 | 0.0000                      |
|  |  |
| 2026-02-10 | 0.0000                      |
|  |  |
| 2026-02-11 | 0.0000                      |
|  |  |
| 2026-02-12 | 0.0000                      |
|  |  |
| 2026-02-13 | 0.0000                      |
|  |  |
| 2026-02-17 | 0.0000                      |
|  |  |
| 2026-02-18 | 0.0000                      |
|  |  |
| 2026-02-19 | 0.0000                      |
|  |  |
| 2026-02-20 | 0.0000                      |
|  |  |
| 2026-02-23 | 0.0000                      |
|  |  |
| 2026-02-24 | 0.0000                      |
|  |  |
| 2026-02-25 | 0.0000                      |
|  |  |
| 2026-02-26 | 0.0000                      |
|  |  |
| 2026-02-27 | 0.0000                      |
|  |  |

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

### Class: Government Cash Management Portfolio

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $29029500151.67

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 907821.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.0000          |
|  |  |
| 2026-02-03 | 0.0000          |
|  |  |
| 2026-02-04 | 0.0000          |
|  |  |
| 2026-02-05 | 0.0000          |
|  |  |
| 2026-02-06 | 0.0000          |
|  |  |
| 2026-02-09 | 0.0000          |
|  |  |
| 2026-02-10 | 0.0000          |
|  |  |
| 2026-02-11 | 0.0000          |
|  |  |
| 2026-02-12 | 0.0000          |
|  |  |
| 2026-02-13 | 0.0000          |
|  |  |
| 2026-02-17 | 0.0000          |
|  |  |
| 2026-02-18 | 0.0000          |
|  |  |
| 2026-02-19 | 0.0000          |
|  |  |
| 2026-02-20 | 0.0000          |
|  |  |
| 2026-02-23 | 0.0000          |
|  |  |
| 2026-02-24 | 0.0000          |
|  |  |
| 2026-02-25 | 0.0000          |
|  |  |
| 2026-02-26 | 0.0000          |
|  |  |
| 2026-02-27 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $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   |
|:---|:---|
| 2026-02-02 | 0.0000%           |
| 2026-02-03 | 0.0000%           |
| 2026-02-04 | 0.0000%           |
| 2026-02-05 | 0.0000%           |
| 2026-02-06 | 0.0000%           |
| 2026-02-09 | 0.0000%           |
| 2026-02-10 | 0.0000%           |
| 2026-02-11 | 0.0000%           |
| 2026-02-12 | 0.0000%           |
| 2026-02-13 | 0.0000%           |
| 2026-02-17 | 0.0000%           |
| 2026-02-18 | 0.0000%           |
| 2026-02-19 | 0.0000%           |
| 2026-02-20 | 0.0000%           |
| 2026-02-23 | 0.0000%           |
| 2026-02-24 | 0.0000%           |
| 2026-02-25 | 0.0000%           |
| 2026-02-26 | 0.0000%           |
| 2026-02-27 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: 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_0302
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2027-05-31      | 3.8750%  | 0.0000% | $49549400.00       | $50249512.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-31      | 4.0000%  | 0.0000% | $111108500.00      | $113436048.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 4.2500%  | 0.0000% | $18000000.00       | $18459627.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $21000100.00       | $21621597.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 3.6250%  | 0.0000% | $2000.00           | $2039.33           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-11-15      | 4.0000%  | 0.0000% | $20468700.00       | $20763770.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.3750%  | 0.0000% | $61235200.00       | $61523462.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-01-15      | 1.8750%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 3.7500%  | 0.0000% | $543000.00         | $549778.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-31      | 4.0000%  | 0.0000% | $2800000.00        | $2854729.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-02-15      | 4.1250%  | 0.0000% | $237000.00         | $240285.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $16237000.00       | $16299061.40       | U.S. Treasuries (including strips) |

### Security 2: 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_0302
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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.      | 2052-01-01      | 2.0000%  | 0.0000% | $24587445.00       | $16883622.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $23250784.00       | $15672034.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $25367008.00       | $18241540.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $17855300.00       | $12321555.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $24932880.00       | $17426407.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $24603972.00       | $17104998.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $7837804.00        | $5365685.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 3.0000%  | 0.0000% | $8217010.00        | $6279559.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $55794480.00       | $38908005.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $9555507.00        | $6944181.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $39514589.00       | $29507034.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $5825984.00        | $3731088.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $7520540.00        | $4354004.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $161278760.00      | $120123331.71      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $12457840.00       | $9419607.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.1450%  | 0.0000% | $8988181.00        | $9134008.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.5000%  | 0.0000% | $8762144.00        | $7081794.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.5000%  | 0.0000% | $4110000.00        | $2835588.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $4451529.00        | $2938487.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $26044500.00       | $21640302.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 5.5000%  | 0.0000% | $7161720.00        | $5814338.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $69969071.00       | $45116113.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $47337202.00       | $37148323.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $54061332.00       | $42413691.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 4.0000%  | 0.0000% | $107167520.00      | $25941547.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.5000%  | 0.0000% | $15185300.00       | $2531470.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.0000%  | 0.0000% | $36111744.00       | $6111054.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.5000%  | 0.0000% | $60422288.00       | $12384210.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $8157638.00        | $1816802.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $17710609.00       | $15263584.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $570401.00         | $546023.98         | Agency Mortgage-Backed Securities |

### Security 3: 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_0302
- **C.18 - Value (incl. sponsor support):** $2200000000.00
- **C.18.a - Value (excl. sponsor support):** $2200000000.00
- **C.19 - Percentage of Net Assets:** 7.5800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2030-11-15      | 6.6250%  | 0.0000% | $40000.00          | $45951.71          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2036-05-01      | 4.3680%  | 0.0000% | $24568.00          | $43.55             | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2034-03-01      | 6.3370%  | 0.0000% | $1000.00           | $5.36              | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 6.5000%  | 0.0000% | $1001.00           | $4.24              | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2039-01-01      | 5.5000%  | 0.0000% | $1095.00           | $7.21              | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 7.0000%  | 0.0000% | $1489.00           | $95.51             | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2032-07-01      | 6.5000%  | 0.0000% | $2765.00           | $36.02             | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2030-07-01      | 6.0510%  | 0.0000% | $3490.00           | $8.66              | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 6.4300%  | 0.0000% | $7859.00           | $10.54             | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2026-10-01      | 6.3550%  | 0.0000% | $4367.00           | $0.36              | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2028-09-01      | 5.6970%  | 0.0000% | $4411.00           | $0.00              | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2032-05-01      | 6.3060%  | 0.0000% | $5564.00           | $8.12              | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 4.1710%  | 0.0000% | $16967.00          | $55.78             | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 6.4880%  | 0.0000% | $2503.00           | $16.65             | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 6.2860%  | 0.0000% | $5587.00           | $59.84             | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2031-10-01      | 7.0000%  | 0.0000% | $10861.00          | $104.37            | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 6.4950%  | 0.0000% | $1039.00           | $13.68             | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 7.0000%  | 0.0000% | $1247.00           | $42.41             | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 5.5000%  | 0.0000% | $8234.00           | $490.86            | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.         | 2031-04-01      | 4.5000%  | 0.0000% | $1001.00           | $29.48             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $6722462.00        | $6916788.14        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $7149.00           | $21.44             | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2029-09-01      | 5.5000%  | 0.0000% | $25.00             | $0.00              | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2032-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1.34              | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2038-03-01      | 6.1160%  | 0.0000% | $1299.00           | $38.95             | Agency Mortgage-Backed Securities   |
| U.S. Treasury Note                       | 2036-02-15      | 0.0000%  | 0.0000% | $4202900.00        | $2834977.93        | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2042-11-15      | 0.0000%  | 0.0000% | $64999900.00       | $30009998.83       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2044-08-15      | 0.0000%  | 0.0000% | $17999900.00       | $7544604.09        | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2045-11-15      | 0.0000%  | 0.0000% | $8209000.00        | $3223526.54        | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2047-08-15      | 0.0000%  | 0.0000% | $344800.00         | $123363.92         | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2051-02-15      | 0.0000%  | 0.0000% | $11251800.00       | $3380344.52        | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2051-08-15      | 0.0000%  | 0.0000% | $627900.00         | $184148.63         | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2052-02-15      | 0.0000%  | 0.0000% | $3744300.00        | $1072434.92        | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2053-02-15      | 0.0000%  | 0.0000% | $900.00            | $246.69            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2053-11-15      | 0.0000%  | 0.0000% | $100386000.00      | $26777363.18       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2054-02-15      | 0.0000%  | 0.0000% | $659900.00         | $173580.76         | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2054-08-15      | 0.0000%  | 0.0000% | $9068000.00        | $2334837.71        | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2033-07-15      | 1.3750%  | 0.0000% | $192685200.00      | $205176926.50      | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2028-08-31      | 4.3750%  | 0.0000% | $110774000.00      | $115602543.80      | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2028-10-15      | 2.3750%  | 0.0000% | $239714000.00      | $265843872.85      | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2028-10-15      | 2.3750%  | 0.0000% | $15148000.00       | $16799198.15       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2028-10-15      | 2.3750%  | 0.0000% | $286659000.00      | $317906082.87      | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2031-02-28      | 4.2500%  | 0.0000% | $22699700.00       | $23847841.67       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2029-04-15      | 2.1250%  | 0.0000% | $19700.00          | $21467.19          | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2029-09-30      | 3.5000%  | 0.0000% | $205543200.00      | $208466451.20      | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2029-12-31      | 4.3750%  | 0.0000% | $8955300.00        | $9290225.25        | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2030-01-31      | 4.2500%  | 0.0000% | $191700000.00      | $197324456.82      | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $95.03             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2054-11-15      | 4.5000%  | 0.0000% | $101987000.00      | $100357061.80      | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2055-11-15      | 4.6250%  | 0.0000% | $500.00            | $502.81            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2029-07-15      | 0.2500%  | 0.0000% | $27586000.00       | $34163449.56       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2030-01-15      | 0.1250%  | 0.0000% | $29913000.00       | $36307795.69       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $95.72             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2048-02-15      | 0.0000%  | 0.0000% | $1500.00           | $523.17            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2051-02-15      | 0.0000%  | 0.0000% | $1200.00           | $360.51            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2026-11-15      | 0.0000%  | 0.0000% | $0.22              | $0.21              | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2027-08-15      | 0.0000%  | 0.0000% | $3.83              | $3.64              | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2035-05-15      | 0.0000%  | 0.0000% | $53180.77          | $36554.65          | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2035-11-15      | 0.0000%  | 0.0000% | $124.67            | $83.62             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2029-05-15      | 0.0000%  | 0.0000% | $0.30              | $0.27              | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2030-05-15      | 0.0000%  | 0.0000% | $23.28             | $20.00             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2030-02-15      | 0.0000%  | 0.0000% | $19.80             | $17.17             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2031-02-15      | 0.0000%  | 0.0000% | $1.01              | $0.84              | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2036-05-15      | 0.0000%  | 0.0000% | $11699.70          | $7643.20           | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2037-05-15      | 0.0000%  | 0.0000% | $8005980.16        | $4951690.72        | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2037-08-15      | 0.0000%  | 0.0000% | $31.21             | $19.03             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2038-05-15      | 0.0000%  | 0.0000% | $16880900.00       | $9879124.70        | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2039-02-15      | 0.0000%  | 0.0000% | $70995886.08       | $39819391.63       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2039-11-15      | 0.0000%  | 0.0000% | $100.00            | $53.71             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2040-08-15      | 0.0000%  | 0.0000% | $819.20            | $421.55            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2040-08-15      | 0.0000%  | 0.0000% | $49017733.12       | $25224182.34       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2041-05-15      | 0.0000%  | 0.0000% | $3869977.60        | $1908131.16        | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2042-05-15      | 0.0000%  | 0.0000% | $827991.00         | $385486.11         | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2043-02-15      | 0.0000%  | 0.0000% | $149160000.00      | $66415727.40       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2043-08-15      | 0.0000%  | 0.0000% | $715984.64         | $309760.01         | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2044-05-15      | 0.0000%  | 0.0000% | $99999900.00       | $41499958.50       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2044-11-15      | 0.0000%  | 0.0000% | $8790910.00        | $3551316.66        | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2044-11-15      | 0.0000%  | 0.0000% | $50.00             | $20.20             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2045-02-15      | 0.0000%  | 0.0000% | $800218.88         | $318706.37         | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2046-05-15      | 0.0000%  | 0.0000% | $9007953.92        | $3360128.96        | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2047-11-15      | 0.0000%  | 0.0000% | $12721643.52       | $4405708.70        | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2048-02-15      | 0.0000%  | 0.0000% | $96.29             | $32.94             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2050-02-15      | 0.0000%  | 0.0000% | $160633.92         | $49680.70          | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2051-02-15      | 0.0000%  | 0.0000% | $1002980.00        | $295505.99         | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2028-05-15      | 3.7500%  | 0.0000% | $18776800.00       | $19097197.56       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2035-07-15      | 1.8750%  | 0.0000% | $142241600.00      | $146564427.10      | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2027-08-31      | 3.6250%  | 0.0000% | $1000.00           | $1019.93           | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2030-10-31      | 3.6250%  | 0.0000% | $196304400.00      | $199049999.02      | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2035-11-15      | 4.0000%  | 0.0000% | $9900.00           | $10004.46          | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2028-11-15      | 3.5000%  | 0.0000% | $800.00            | $808.94            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2027-12-31      | 3.3750%  | 0.0000% | $800.00            | $803.08            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2036-01-15      | 1.8750%  | 0.0000% | $4999900.00        | $5062429.86        | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2036-01-15      | 1.8750%  | 0.0000% | $100.00            | $101.25            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2031-08-15      | 0.0000%  | 0.0000% | $1.79              | $1.46              | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2032-08-15      | 0.0000%  | 0.0000% | $39101400.00       | $30638957.71       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2034-02-15      | 0.0000%  | 0.0000% | $116.05            | $84.80             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2035-02-15      | 0.0000%  | 0.0000% | $365.69            | $254.41            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2035-08-15      | 0.0000%  | 0.0000% | $2.00              | $1.36              | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2037-02-15      | 0.0000%  | 0.0000% | $36269800.00       | $22738516.90       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2032-05-15      | 0.0000%  | 0.0000% | $70.00             | $55.45             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                       | 2034-05-15      | 0.0000%  | 0.0000% | $3715990.00        | $2683654.53        | U.S. Treasuries (including strips)  |

### Security 4: 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: AC28XWWI3WIBK2824319, C.5 - Other ID: 06799K008_3.66_0302
- **C.18 - Value (incl. sponsor support):** $33000000.00
- **C.18.a - Value (excl. sponsor support):** $33000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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% | $41041022.74       | $33660000.01       | U.S. Treasuries (including strips) |

### Security 5: 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_0302
- **C.18 - Value (incl. sponsor support):** $3141700000.00
- **C.18.a - Value (excl. sponsor support):** $3141700000.00
- **C.19 - Percentage of Net Assets:** 10.8200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2028-11-15      | 0.0000%  | 0.0000% | $989000.00         | $902205.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 2.5000%  | 0.0000% | $23801400.00       | $17482312.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $525873000.00      | $549378021.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $106252000.00      | $108749498.46      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $89635200.00       | $92548648.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $39683500.00       | $41229686.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-31      | 4.3750%  | 0.0000% | $146641000.00      | $152844958.61      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-08-15      | 2.8750%  | 0.0000% | $925587200.00      | $719972667.25      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 0.0000%  | 0.0000% | $38000.00          | $34664.44          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-15      | 0.0000%  | 0.0000% | $556096495.33      | $551867381.48      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 0.0000%  | 0.0000% | $39895449.60       | $36010191.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-15      | 0.0000%  | 0.0000% | $104616960.00      | $91863629.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.0000%  | 0.0000% | $36490752.00       | $31422077.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 0.0000%  | 0.0000% | $292454809.60      | $254281853.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $66277400.00       | $67289478.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $160377200.00      | $166326062.62      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $23774900.00       | $24071123.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $206054400.00      | $207593432.76      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.6250%  | 0.0000% | $89772600.00       | $90666107.68       | U.S. Treasuries (including strips) |

### Security 6: 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_0302
- **C.18 - Value (incl. sponsor support):** $238000000.00
- **C.18.a - Value (excl. sponsor support):** $238000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2035-03-01      | 5.5000%  | 0.0000% | $4525584.00        | $49773.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 6.4770%  | 0.0000% | $7000000.00        | $95144.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 5.5000%  | 0.0000% | $605522.00         | $6299.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 4.5000%  | 0.0000% | $200000.00         | $37859.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 3.0000%  | 0.0000% | $1975000.00        | $292476.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-05-01      | 4.0000%  | 0.0000% | $7471000.00        | $1825775.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 6.6600%  | 0.0000% | $15575648.00       | $215185.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 4.0000%  | 0.0000% | $2440000.00        | $233388.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $692000.00         | $41234.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $6500000.00        | $673429.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $660070.00         | $82257.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 5.0000%  | 0.0000% | $1145000.00        | $120396.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $176000.00         | $45771.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 3.6200%  | 0.0000% | $10009888.00       | $9775901.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 3.8100%  | 0.0000% | $5269000.00        | $4372049.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $414020.00         | $74109.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 4.5000%  | 0.0000% | $200000.00         | $30694.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $150000.00         | $36785.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $291000.00         | $67783.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $1900000.00        | $259595.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 2.7750%  | 0.0000% | $380679.00         | $30317.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 4.0000%  | 0.0000% | $10068032.00       | $743416.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 3.5000%  | 0.0000% | $1154000.00        | $315767.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 4.5000%  | 0.0000% | $41000.00          | $13397.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 5.5000%  | 0.0000% | $557413375.00      | $3534883.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.5000%  | 0.0000% | $2936884.00        | $435967.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 6.5000%  | 0.0000% | $47666684.00       | $561419.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.5000%  | 0.0000% | $1220806.00        | $924723.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1022812.00        | $973578.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $192056.00         | $197846.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $3534220.00        | $3447173.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $1036382.00        | $765679.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $436408.00         | $434239.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $465225.00         | $492636.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 7.0000%  | 0.0000% | $1056168.00        | $1120878.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 6.0000%  | 0.0000% | $1193000.00        | $1187292.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 7.0000%  | 0.0000% | $1388470.00        | $1471251.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 4.5000%  | 0.0000% | $1361502.00        | $1341321.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1379896.00        | $1411115.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.0000%  | 0.0000% | $4140544.00        | $4152943.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $3821528.00        | $3694682.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $1559700.00        | $1602084.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1105104.00        | $1097530.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 7.0000%  | 0.0000% | $1458554.00        | $1551497.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $2825248.00        | $2862703.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $12289968.00       | $12965733.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.0000%  | 0.0000% | $2274300.00        | $2296140.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $4300000.00        | $1131315.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $180000.00         | $31591.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $54169.00          | $6493.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 2.5000%  | 0.0000% | $2952932.00        | $1463227.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $381927.00         | $231702.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 2.7400%  | 0.0000% | $4000000.00        | $3890543.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $2915000.00        | $609654.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.0000%  | 0.0000% | $4115000.00        | $712631.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 4.5000%  | 0.0000% | $1197204.00        | $267989.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 5.0000%  | 0.0000% | $4129392.00        | $2377829.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-02-01      | 1.0000%  | 0.0000% | $1885700.00        | $1587367.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 3.6000%  | 0.0000% | $18800000.00       | $18083362.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 4.1200%  | 0.0000% | $7500000.00        | $7514929.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $1371738.00        | $1365504.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $32000.00          | $21028.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $2300000.00        | $1550563.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $10184880.00       | $10406219.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $600000.00         | $429382.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $18222976.00       | $10949393.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 4.5000%  | 0.0000% | $2652396.00        | $2644502.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 4.5000%  | 0.0000% | $2635776.00        | $2631189.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.0000%  | 0.0000% | $10295920.00       | $10457124.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.0000%  | 0.0000% | $5627048.00        | $5743731.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 4.5000%  | 0.0000% | $2618340.00        | $2602860.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.0000%  | 0.0000% | $11964000.00       | $12171576.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 4.5800%  | 0.0000% | $5640000.00        | $5753165.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 4.4200%  | 0.0000% | $36049999.00       | $36881392.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 4.8200%  | 0.0000% | $8240000.00        | $8592755.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-02-01      | 4.3900%  | 0.0000% | $24234000.00       | $24688837.18       | Agency Mortgage-Backed Securities |

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.700000%
- **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):** $175999632.16
- **C.18.a - Value (excl. sponsor support):** $175999632.16
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **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):** $205006147.95
- **C.18.a - Value (excl. sponsor support):** $205006147.95
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.790000%
- **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):** $87542532.88
- **C.18.a - Value (excl. sponsor support):** $87542532.88
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.765000%
- **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):** $50009453.00
- **C.18.a - Value (excl. sponsor support):** $50009453.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **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):** $128495424.12
- **C.18.a - Value (excl. sponsor support):** $128495424.12
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.840000%
- **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):** $84051365.16
- **C.18.a - Value (excl. sponsor support):** $84051365.16
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.840000%
- **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):** $125062125.00
- **C.18.a - Value (excl. sponsor support):** $125062125.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 14: 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: 3130B84B5, C.4 - ISIN: US3130B84B51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149998023.00
- **C.18.a - Value (excl. sponsor support):** $149998023.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 15: 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: 3130B85P3, C.4 - ISIN: US3130B85P39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128997957.93
- **C.18.a - Value (excl. sponsor support):** $128997957.93
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 16: 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: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119998347.60
- **C.18.a - Value (excl. sponsor support):** $119998347.60
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **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):** $636489427.74
- **C.18.a - Value (excl. sponsor support):** $636489427.74
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **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):** $325495836.86
- **C.18.a - Value (excl. sponsor support):** $325495836.86
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249996797.50
- **C.18.a - Value (excl. sponsor support):** $249996797.50
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QN5, C.4 - ISIN: US3130B8QN51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205002529.70
- **C.18.a - Value (excl. sponsor support):** $205002529.70
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 21: 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: 3130B9BJ8, C.4 - ISIN: US3130B9BJ87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123999549.88
- **C.18.a - Value (excl. sponsor support):** $123999549.88
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 22: 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: 3130B9CC2, C.4 - ISIN: US3130B9CC26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83499780.40
- **C.18.a - Value (excl. sponsor support):** $83499780.40
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9D72, C.4 - ISIN: US3130B9D729, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $166104458.10
- **C.18.a - Value (excl. sponsor support):** $166104458.10
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 24: 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: 3130B9DJ6, C.4 - ISIN: US3130B9DJ69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122999815.50
- **C.18.a - Value (excl. sponsor support):** $122999815.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 25: 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: 3130B9DU1, C.4 - ISIN: US3130B9DU15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122749737.32
- **C.18.a - Value (excl. sponsor support):** $122749737.32
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GB0, C.4 - ISIN: US3130B9GB07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123999730.92
- **C.18.a - Value (excl. sponsor support):** $123999730.92
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H78, C.4 - ISIN: US3130B9H787, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124499635.22
- **C.18.a - Value (excl. sponsor support):** $124499635.22
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 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: 313313VM7, C.4 - ISIN: US313313VM73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13439756.25
- **C.18.a - Value (excl. sponsor support):** $13439756.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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? 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: 313313WD6, C.4 - ISIN: US313313WD65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75291775.37
- **C.18.a - Value (excl. sponsor support):** $75291775.37
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $78948242.85
- **C.18.a - Value (excl. sponsor support):** $78948242.85
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, 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: 313385TU0, C.4 - ISIN: US313385TU05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199919778.00
- **C.18.a - Value (excl. sponsor support):** $199919778.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 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: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125460506.30
- **C.18.a - Value (excl. sponsor support):** $125460506.30
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 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: 313385VM5, C.4 - ISIN: US313385VM50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69687625.00
- **C.18.a - Value (excl. sponsor support):** $69687625.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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? 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: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125114133.67
- **C.18.a - Value (excl. sponsor support):** $125114133.67
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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? 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: 313385WR3, C.4 - ISIN: US313385WR39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205507788.75
- **C.18.a - Value (excl. sponsor support):** $205507788.75
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **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):** $176107724.32
- **C.18.a - Value (excl. sponsor support):** $176107724.32
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **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):** $59021644.15
- **C.18.a - Value (excl. sponsor support):** $59021644.15
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **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):** $86547024.00
- **C.18.a - Value (excl. sponsor support):** $86547024.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **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):** $260356774.60
- **C.18.a - Value (excl. sponsor support):** $260356774.60
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 40: 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: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89996113.80
- **C.18.a - Value (excl. sponsor support):** $89996113.80
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 41: 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: 3133ET2H9, C.4 - ISIN: US3133ET2H94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150995128.74
- **C.18.a - Value (excl. sponsor support):** $150995128.74
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 42: 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: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49998655.50
- **C.18.a - Value (excl. sponsor support):** $49998655.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETD20, C.4 - ISIN: US3133ETD205, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $165993102.70
- **C.18.a - Value (excl. sponsor support):** $165993102.70
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68814774.80
- **C.18.a - Value (excl. sponsor support):** $68814774.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPB7, C.4 - ISIN: US3133ETPB70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85993595.58
- **C.18.a - Value (excl. sponsor support):** $85993595.58
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $128954709.39
- **C.18.a - Value (excl. sponsor support):** $128954709.39
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 47: 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: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63542247.82
- **C.18.a - Value (excl. sponsor support):** $63542247.82
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **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):** $24999354.50
- **C.18.a - Value (excl. sponsor support):** $24999354.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 49: 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: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127236125.93
- **C.18.a - Value (excl. sponsor support):** $127236125.93
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.815000%
- **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):** $247352792.57
- **C.18.a - Value (excl. sponsor support):** $247352792.57
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 51: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **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):** $55021701.35
- **C.18.a - Value (excl. sponsor support):** $55021701.35
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 52: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.780000%
- **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):** $26504487.25
- **C.18.a - Value (excl. sponsor support):** $26504487.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 53: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.765000%
- **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):** $73529323.56
- **C.18.a - Value (excl. sponsor support):** $73529323.56
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 54: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **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):** $200222022.00
- **C.18.a - Value (excl. sponsor support):** $200222022.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 55: 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: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $130535772.66
- **C.18.a - Value (excl. sponsor support):** $130535772.66
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 56: 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: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $60016108.20
- **C.18.a - Value (excl. sponsor support):** $60016108.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 57: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.805000%
- **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):** $213377092.74
- **C.18.a - Value (excl. sponsor support):** $213377092.74
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 58: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **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):** $367149148.80
- **C.18.a - Value (excl. sponsor support):** $367149148.80
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 59: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **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):** $73780500.79
- **C.18.a - Value (excl. sponsor support):** $73780500.79
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 60: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **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):** $237624283.75
- **C.18.a - Value (excl. sponsor support):** $237624283.75
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 61: 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):** $122942663.55
- **C.18.a - Value (excl. sponsor support):** $122942663.55
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 62: 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_0302
- **C.18 - Value (incl. sponsor support):** $150200000.00
- **C.18.a - Value (excl. sponsor support):** $150200000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 2.7500%
- **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? 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 Bill | 2026-06-11      | 0.0000%  | 0.0000% | $36890400.00       | $36509322.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-04-23      | 0.0000%  | 0.0000% | $483300.00         | $480627.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-08-15      | 0.0000%  | 0.0000% | $200.00            | $105.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-08-15      | 0.0000%  | 0.0000% | $31362500.00       | $14694711.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-11-15      | 0.0000%  | 0.0000% | $541900.00         | $202281.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-11-15      | 0.0000%  | 0.0000% | $1778800.00        | $663994.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 0.0000%  | 0.0000% | $749900.00         | $346501.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 6.7500%  | 0.0000% | $5553800.00        | $5644035.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $102.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-08-15      | 3.8750%  | 0.0000% | $300.00            | $284.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 3.1250%  | 0.0000% | $1160000.00        | $980422.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $85.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $73.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 2.6250%  | 0.0000% | $64200.00          | $62545.05          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $94.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.1250%  | 0.0000% | $419100.00         | $420406.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 3.7500%  | 0.0000% | $336400.00         | $341063.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $174000.00         | $189799.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $10871900.00       | $10977417.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-15      | 4.1250%  | 0.0000% | $448400.00         | $452739.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $24288400.00       | $25347110.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8750%  | 0.0000% | $611900.00         | $655574.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $300.00            | $316.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $6679700.00        | $6798768.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 4.6250%  | 0.0000% | $736300.00         | $753050.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 4.6250%  | 0.0000% | $111400.00         | $113934.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $4177600.00        | $4358417.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $3996900.00        | $4355440.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $1067400.00        | $1081941.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $9437300.00        | $9927314.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-05-15      | 2.5000%  | 0.0000% | $749900.00         | $542264.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-05-15      | 2.3750%  | 0.0000% | $278800.00         | $183785.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-02-15      | 2.2500%  | 0.0000% | $314300.00         | $197837.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $102.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-05-15      | 4.6250%  | 0.0000% | $500.00            | $502.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-11-15      | 4.5000%  | 0.0000% | $10040000.00       | $9879542.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 4.6250%  | 0.0000% | $11900.00          | $12112.03          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $101.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 0.0000%  | 0.0000% | $537000.00         | $467290.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 0.0000%  | 0.0000% | $496900.00         | $398644.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 0.0000%  | 0.0000% | $14300.00          | $9785.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $1457900.00        | $1452040.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 2.1250%  | 0.0000% | $1256000.00        | $1257315.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 1.8750%  | 0.0000% | $239900.00         | $239175.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 0.6250%  | 0.0000% | $3556700.00        | $3455855.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $15700.00          | $13909.06          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $406900.00         | $406945.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 2.7500%  | 0.0000% | $455900.00         | $448735.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-11-15      | 0.0000%  | 0.0000% | $67300.00          | $22607.55          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 0.0000%  | 0.0000% | $200.00            | $189.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 0.0000%  | 0.0000% | $100.00            | $90.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 0.0000%  | 0.0000% | $89.91             | $81.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-02-15      | 0.0000%  | 0.0000% | $10.00             | $2.82              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-11-15      | 0.0000%  | 0.0000% | $945808.00         | $246207.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 0.0000%  | 0.0000% | $7.05              | $3.48              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-11-15      | 0.0000%  | 0.0000% | $21.55             | $10.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 0.0000%  | 0.0000% | $98.75             | $45.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 0.0000%  | 0.0000% | $44.00             | $18.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-08-15      | 0.0000%  | 0.0000% | $275.65            | $106.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-11-15      | 0.0000%  | 0.0000% | $0.34              | $0.10              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-08-15      | 0.0000%  | 0.0000% | $8492980.00        | $2445842.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2056-02-15      | 0.0000%  | 0.0000% | $1.00              | $0.24              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-29      | 4.1250%  | 0.0000% | $3999900.00        | $4173019.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $103.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $700.00            | $720.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $1638600.00        | $1710304.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $274700.00         | $278560.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 3.6250%  | 0.0000% | $200.00            | $202.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $300.00            | $302.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-12-31      | 3.8750%  | 0.0000% | $500.00            | $506.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 3.7500%  | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 0.0000%  | 0.0000% | $0.30              | $0.22              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.0000%  | 0.0000% | $14.52             | $12.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 0.0000%  | 0.0000% | $136.11            | $110.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 0.0000%  | 0.0000% | $5.75              | $4.36              | U.S. Treasuries (including strips) |

### Security 63: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 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: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_3.67_0302
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2042-01-25      | 4.0000%  | 0.0000% | $1500000.00        | $207298.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-12-25      | 4.5000%  | 0.0000% | $22278000.00       | $4887185.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-09-25      | 2.0000%  | 0.0000% | $195000.00         | $8766.37           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 4.2500%  | 0.0000% | $2286000.00        | $564563.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 3.5000%  | 0.0000% | $311255.00         | $118301.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 3.0000%  | 0.0000% | $2000000.00        | $150566.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-06-25      | 2.0000%  | 0.0000% | $7500000.00        | $155350.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 4.0000%  | 0.0000% | $1000000.00        | $131985.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $1000000.00        | $861256.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 2.5000%  | 0.0000% | $900000.00         | $1011821.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2057-06-25      | 4.0000%  | 0.0000% | $75000.00          | $97453.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 3.5000%  | 0.0000% | $630812.00         | $674384.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 4.0000%  | 0.0000% | $480000.00         | $16834.45          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-25      | 3.5000%  | 0.0000% | $439995.00         | $31843.39          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 3.5000%  | 0.0000% | $1269570.00        | $1175322.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-07-25      | 2.0000%  | 0.0000% | $2100000.00        | $1455034.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.0000%  | 0.0000% | $418558.00         | $336047.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.0000%  | 0.0000% | $130000.00         | $101509.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 3.5000%  | 0.0000% | $2521696.00        | $2204872.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.5000%  | 0.0000% | $250000.00         | $254954.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-02-15      | 6.0000%  | 0.0000% | $9999973.00        | $20668.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 5.5000%  | 0.0000% | $4000000.00        | $4387764.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 5.0000%  | 0.0000% | $4934536.00        | $5101902.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-11-25      | 5.5000%  | 0.0000% | $6530432.00        | $6551575.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 6.0000%  | 0.0000% | $200000.00         | $6007.03           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-07-25      | 5.5000%  | 0.0000% | $1643996.00        | $118667.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-09-25      | 4.0000%  | 0.0000% | $8000000.00        | $77715.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-08-25      | 5.0000%  | 0.0000% | $100000.00         | $20402.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-04-25      | 5.5000%  | 0.0000% | $285000.00         | $7289.33           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-03-25      | 4.0000%  | 0.0000% | $15000000.00       | $6507677.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-15      | 1.0000%  | 0.0000% | $2890976.00        | $1130290.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-05-15      | 1.0000%  | 0.0000% | $20568384.00       | $7836929.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-05-15      | 2.5000%  | 0.0000% | $151000.00         | $131390.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $3100000.00        | $1868010.45        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-20      | 6.0000%  | 0.0000% | $182396.00         | $10506.22          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $60000.00          | $26687.27          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-15      | 3.5000%  | 0.0000% | $1014418.00        | $377417.99         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $758954.00         | $792721.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $45513280.00       | $46751433.37       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $196980.00         | $189601.37         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $223504384.00      | $168099985.09      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-08-15      | 3.8750%  | 0.0000% | $325000.00         | $88803.44          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-01-15      | 5.0000%  | 0.0000% | $417000.00         | $9998.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-12-15      | 6.0000%  | 0.0000% | $905677.00         | $16086.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-10-01      | 3.0000%  | 0.0000% | $60000.00          | $11745.61          | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                       | 2041-05-15      | 2.2500%  | 0.0000% | $7047200.00        | $5369001.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2041-08-15      | 1.7500%  | 0.0000% | $492245000.00      | $342044368.56      | U.S. Treasuries (including strips)        |

### Security 64: HSBC USA, Inc.

- **C.1 - Title:** HSBC USA, 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: 4049YJ005, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 4049YJ005_3.66_0302
- **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:** 3.6600%
- **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? 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 | 2030-05-15      | 0.0000%  | 0.0000% | $34003000.00       | $29365636.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 0.0000%  | 0.0000% | $2469300.00        | $2071962.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-11-15      | 0.0000%  | 0.0000% | $6028500.00        | $2970266.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 0.0000%  | 0.0000% | $23315600.00       | $10822915.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 0.0000%  | 0.0000% | $10050000.00       | $4135826.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-05-15      | 0.0000%  | 0.0000% | $714143000.00      | $180231839.62      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-31      | 4.5000%  | 0.0000% | $28210500.00       | $29701282.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 0.0000%  | 0.0000% | $1403000.00        | $1290600.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 0.0000%  | 0.0000% | $1111000.00        | $838575.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 0.0000%  | 0.0000% | $867000.00         | $720571.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 0.0000%  | 0.0000% | $900000.00         | $880405.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 0.0000%  | 0.0000% | $6180000.00        | $4455730.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-11-15      | 0.0000%  | 0.0000% | $650000.00         | $441465.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 1.2500%  | 0.0000% | $1887700.00        | $1670734.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-11-15      | 0.0000%  | 0.0000% | $8068000.00        | $4189776.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-11-15      | 0.0000%  | 0.0000% | $35507527.68       | $10191406.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-05-15      | 0.0000%  | 0.0000% | $42015129.60       | $14307328.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 0.0000%  | 0.0000% | $64553600.88       | $47395318.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-02-15      | 0.0000%  | 0.0000% | $20508385.28       | $13640537.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 0.0000%  | 0.0000% | $59968960.00       | $48677824.30       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.620000%
- **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_3.62_0302
- **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:** 3.6200%
- **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? 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 | 2031-04-30      | 4.6250%  | 0.0000% | $96008800.00       | $102000011.15      | U.S. Treasuries (including strips) |

### Security 66: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., 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: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_3.67_0302
- **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:** 3.6700%
- **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? 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 | 2027-03-31      | 0.6250%  | 0.0000% | $9704100.00        | $9428955.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-05-15      | 0.0000%  | 0.0000% | $33344909.35       | $20623793.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $122294000.00      | $122947252.66      | U.S. Treasuries (including strips) |

### Security 67: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.680000%
- **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_3.68_0302
- **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:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2042-07-25      | 4.0000%  | 0.0000% | $8095304.00        | $74039.72          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2042-12-25      | 3.0000%  | 0.0000% | $24500000.00       | $130801.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-03-25      | 4.5000%  | 0.0000% | $54166656.00       | $67059.90          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-07-25      | 3.5000%  | 0.0000% | $32500000.00       | $424690.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-11-25      | 4.0000%  | 0.0000% | $42614016.00       | $439726.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-07-25      | 4.0000%  | 0.0000% | $48352256.00       | $827302.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-01-25      | 3.5000%  | 0.0000% | $14346336.00       | $690268.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-06-25      | 5.0000%  | 0.0000% | $162897408.00      | $8808854.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-07-25      | 3.5000%  | 0.0000% | $42139264.00       | $2647083.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-09-25      | 2.0000%  | 0.0000% | $50000000.00       | $3577748.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-11-25      | 4.0000%  | 0.0000% | $88218240.00       | $6421512.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-02-25      | 3.5000%  | 0.0000% | $33838656.00       | $2194662.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-02-25      | 3.5000%  | 0.0000% | $40521792.00       | $3211549.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-25      | 3.0000%  | 0.0000% | $32910656.00       | $1840908.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-25      | 3.0000%  | 0.0000% | $27013824.00       | $1630199.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-25      | 3.0000%  | 0.0000% | $111138560.00      | $11071141.84       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-25      | 3.0000%  | 0.0000% | $36789312.00       | $3457181.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-11-25      | 4.5000%  | 0.0000% | $17000000.00       | $1890492.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-08-25      | 3.0000%  | 0.0000% | $114032128.00      | $8785244.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-12-25      | 3.0000%  | 0.0000% | $30000000.00       | $2951312.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-12-25      | 3.0000%  | 0.0000% | $15038768.00       | $1492382.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-07-25      | 5.0000%  | 0.0000% | $19929400.00       | $2465678.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-04-25      | 5.0000%  | 0.0000% | $42314240.00       | $6006146.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-08-25      | 4.0000%  | 0.0000% | $34917312.00       | $4513403.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-25      | 2.5000%  | 0.0000% | $41465088.00       | $4933035.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-05-25      | 4.0000%  | 0.0000% | $41250624.00       | $6307123.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-05-25      | 4.5000%  | 0.0000% | $34509632.00       | $6183477.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-10-25      | 3.0000%  | 0.0000% | $35760384.00       | $4624392.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-10-25      | 2.0000%  | 0.0000% | $48308608.00       | $5031642.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-01-25      | 3.0000%  | 0.0000% | $36592512.00       | $5532895.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-25      | 5.5000%  | 0.0000% | $8048816.00        | $563452.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-05-25      | 6.0000%  | 0.0000% | $3957288.00        | $676460.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-03-25      | 5.5000%  | 0.0000% | $9847632.00        | $700348.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2036-02-25      | 6.0000%  | 0.0000% | $6250016.00        | $831242.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-10-25      | 6.0000%  | 0.0000% | $5637264.00        | $677302.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-03-25      | 5.5000%  | 0.0000% | $2727272.00        | $522183.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-11-25      | 5.5000%  | 0.0000% | $15421000.00       | $1950281.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-06-25      | 6.0000%  | 0.0000% | $18424500.00       | $2706369.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-01-25      | 6.0000%  | 0.0000% | $31959552.00       | $4665935.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-06-25      | 6.0000%  | 0.0000% | $2883316.00        | $417933.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-05-25      | 6.0000%  | 0.0000% | $30613720.00       | $5556533.39        | Agency Collateralized Mortgage Obligation |

### Security 68: 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_0302
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $52639149.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $52639149.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $52639149.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $52639149.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $52639149.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $52639149.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $52639149.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $52639149.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $52639149.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $10208800.00       | $10747651.05       | U.S. Treasuries (including strips) |

### Security 69: 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_0302
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2032-05-15      | 2.8750%  | 0.0000% | $1428000.00        | $1372578.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $28000.00          | $26913.31          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $100.00            | $103.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $500.00            | $514.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $67811300.00       | $69999967.46       | U.S. Treasuries (including strips) |

### Security 70: 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_0302
- **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:** 3.5000%
- **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? 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 | 2027-03-31      | 3.8750%  | 0.0000% | $150070200.00      | $153000071.54      | U.S. Treasuries (including strips) |

### Security 71: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 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: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.67_0302
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 6.8900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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 | 2032-08-15      | 2.7500%  | 0.0000% | $43792500.00       | $41350277.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $418822000.00      | $447616334.99      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $423659400.00      | $416364874.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $487914100.00      | $515549144.78      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $528653800.00      | $540936579.39      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $77275600.00       | $78182926.82       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $184684190.20
- **C.18.a - Value (excl. sponsor support):** $184684190.20
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 73: 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):** $360361045.00
- **C.18.a - Value (excl. sponsor support):** $360361045.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 74: 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):** $719722203.00
- **C.18.a - Value (excl. sponsor support):** $719722203.00
- **C.19 - Percentage of Net Assets:** 2.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 75: 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):** $321258965.39
- **C.18.a - Value (excl. sponsor support):** $321258965.39
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 76: 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):** $160427041.13
- **C.18.a - Value (excl. sponsor support):** $160427041.13
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 77: 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):** $413083725.42
- **C.18.a - Value (excl. sponsor support):** $413083725.42
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 78: 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):** $498786110.00
- **C.18.a - Value (excl. sponsor support):** $498786110.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 79: 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):** $309033661.80
- **C.18.a - Value (excl. sponsor support):** $309033661.80
- **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 80: 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):** $350164517.12
- **C.18.a - Value (excl. sponsor support):** $350164517.12
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 81: 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):** $347211665.50
- **C.18.a - Value (excl. sponsor support):** $347211665.50
- **C.19 - Percentage of Net Assets:** 1.2000%
- **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 82: 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):** $323250507.50
- **C.18.a - Value (excl. sponsor support):** $323250507.50
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 83: 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):** $321306557.00
- **C.18.a - Value (excl. sponsor support):** $321306557.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 84: 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):** $347989761.00
- **C.18.a - Value (excl. sponsor support):** $347989761.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 85: 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):** $360690111.21
- **C.18.a - Value (excl. sponsor support):** $360690111.21
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 86: 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):** $295793418.00
- **C.18.a - Value (excl. sponsor support):** $295793418.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **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 87: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $276007935.56
- **C.18.a - Value (excl. sponsor support):** $276007935.56
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $277590229.10
- **C.18.a - Value (excl. sponsor support):** $277590229.10
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $321084186.45
- **C.18.a - Value (excl. sponsor support):** $321084186.45
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.772900%
- **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):** $714701956.13
- **C.18.a - Value (excl. sponsor support):** $714701956.13
- **C.19 - Percentage of Net Assets:** 2.4600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 91: 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_0302
- **C.18 - Value (incl. sponsor support):** $314500000.00
- **C.18.a - Value (excl. sponsor support):** $314500000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $2826961.88        | $3010233.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $17523389.62       | $19095317.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $5584615.81        | $5929764.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 2.3750%  | 0.0000% | $245048650.50      | $185535471.85      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $46311658.19       | $60389704.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-15      | 0.2500%  | 0.0000% | $17591832.69       | $21786329.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $17303750.69       | $23508600.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $22958.50          | $28408.27          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $355031.19         | $370567.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $1102125.94        | $1135620.36        | U.S. Treasuries (including strips) |

### Security 92: 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_0302
- **C.18 - Value (incl. sponsor support):** $599900000.00
- **C.18.a - Value (excl. sponsor support):** $599900000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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. | 2039-11-01      | 4.5000%  | 0.0000% | $915443.40         | $606837.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.0000%  | 0.0000% | $1447251.42        | $1409026.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.0000%  | 0.0000% | $2079329.39        | $1979591.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-01-01      | 5.5000%  | 0.0000% | $773436.41         | $610066.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 5.5000%  | 0.0000% | $1682272.24        | $1675213.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-08-01      | 5.5000%  | 0.0000% | $671214.78         | $610066.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-01-01      | 4.5000%  | 0.0000% | $1102334.91        | $1102313.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-02-01      | 4.5000%  | 0.0000% | $1013471.06        | $1018911.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-03-01      | 4.5000%  | 0.0000% | $1391915.31        | $1401554.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-01      | 3.5000%  | 0.0000% | $349941.67         | $108570.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-01      | 3.0000%  | 0.0000% | $995168.11         | $685202.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-12-01      | 3.0000%  | 0.0000% | $139976.67         | $48308.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-01-01      | 2.5000%  | 0.0000% | $829786.35         | $262436.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.5000%  | 0.0000% | $66655.56          | $43979.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 1.5000%  | 0.0000% | $316355.27         | $214263.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.5000%  | 0.0000% | $31328.11          | $20687.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.0000%  | 0.0000% | $874608.21         | $540534.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 3.0000%  | 0.0000% | $9429310.19        | $6784066.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 5.0000%  | 0.0000% | $3630861.42        | $2980035.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.5000%  | 0.0000% | $999833.33         | $724325.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.5000%  | 0.0000% | $1471973.96        | $1374759.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 5.0000%  | 0.0000% | $1915680.67        | $1631772.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.5000%  | 0.0000% | $999833.33         | $609790.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 6.0000%  | 0.0000% | $30278952.67       | $21336295.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 6.5000%  | 0.0000% | $1023381.41        | $666598.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 5.0000%  | 0.0000% | $2088980.45        | $1468789.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.5000%  | 0.0000% | $738928.16         | $464455.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-06-01      | 5.5000%  | 0.0000% | $3089139.72        | $2377762.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-11-01      | 4.5000%  | 0.0000% | $668134.63         | $340581.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-08-01      | 2.0000%  | 0.0000% | $254444.92         | $115861.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-02-01      | 2.5000%  | 0.0000% | $685279.77         | $248154.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-01      | 2.0000%  | 0.0000% | $98650.22          | $49352.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-01      | 2.5000%  | 0.0000% | $1083819.33        | $572580.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.5000%  | 0.0000% | $225373.76         | $158217.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.0000%  | 0.0000% | $960578.54         | $589764.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-07-01      | 5.5000%  | 0.0000% | $29995.00          | $18971.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-07-01      | 5.5000%  | 0.0000% | $645945.66         | $553347.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-06-01      | 2.0000%  | 0.0000% | $8964950.26        | $5235377.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-03-01      | 5.0000%  | 0.0000% | $1420933.80        | $1250292.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.5000%  | 0.0000% | $1589593.02        | $1365085.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 6.0000%  | 0.0000% | $1752664.51        | $1478874.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 4.5000%  | 0.0000% | $333770.36         | $329248.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 4.5000%  | 0.0000% | $2428793.13        | $2085397.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.0000%  | 0.0000% | $791222.77         | $727717.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.0000%  | 0.0000% | $11551826.37       | $11614644.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $2108575.85        | $2113229.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.5000%  | 0.0000% | $962372.91         | $985211.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 4.5000%  | 0.0000% | $3809373.00        | $3780318.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $493251.11         | $430003.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.0000%  | 0.0000% | $90164340.10       | $83480300.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 4.5000%  | 0.0000% | $9510740.61        | $9389507.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 6.0000%  | 0.0000% | $323279.44         | $291821.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.5000%  | 0.0000% | $1834814.15        | $1611763.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 6.0000%  | 0.0000% | $1983669.33        | $1700389.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.0000%  | 0.0000% | $64175552.96       | $59452789.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.5000%  | 0.0000% | $27771609.96       | $24024738.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.5000%  | 0.0000% | $16883054.36       | $17656922.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 6.5000%  | 0.0000% | $105393441.50      | $104798594.03      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 6.0000%  | 0.0000% | $35032702.24       | $34725969.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 4.5000%  | 0.0000% | $4004364.49        | $3962545.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.0000%  | 0.0000% | $27954820.75       | $28038273.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 6.0000%  | 0.0000% | $811041.47         | $848527.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-02-01      | 5.5000%  | 0.0000% | $3505714.95        | $3614725.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-02-01      | 5.0000%  | 0.0000% | $4085247.68        | $4122170.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.0000%  | 0.0000% | $766100.30         | $776892.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 6.0000%  | 0.0000% | $1928151.92        | $2013745.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.0000%  | 0.0000% | $1579559.36        | $1602050.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 6.5000%  | 0.0000% | $2098597.51        | $2208560.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-09-01      | 6.0000%  | 0.0000% | $627636.04         | $3384.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-01-01      | 3.0000%  | 0.0000% | $516580.56         | $110014.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 5.5000%  | 0.0000% | $13685052.11       | $10703463.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 6.0000%  | 0.0000% | $12108520.24       | $8115017.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.0000%  | 0.0000% | $1333.11           | $924.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-11-01      | 5.0000%  | 0.0000% | $1587787.99        | $201060.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-01      | 2.5000%  | 0.0000% | $733211.11         | $450150.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-07-01      | 5.5000%  | 0.0000% | $199966.67         | $122047.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-04-01      | 3.0000%  | 0.0000% | $116647.22         | $16826.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-07-01      | 7.0000%  | 0.0000% | $51440.76          | $1986.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-01      | 6.0000%  | 0.0000% | $249861.68         | $1224.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-02-01      | 4.5000%  | 0.0000% | $3332777.78        | $33313.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-04-01      | 7.0000%  | 0.0000% | $272017.99         | $1314.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-03-01      | 6.5000%  | 0.0000% | $801509.73         | $26488.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-05-01      | 3.0000%  | 0.0000% | $52818654.09       | $9664039.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-12-01      | 4.0000%  | 0.0000% | $401933.00         | $58424.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-06-01      | 3.5000%  | 0.0000% | $66655.56          | $10772.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-06-01      | 4.0000%  | 0.0000% | $4999166.67        | $653713.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-09-01      | 5.0000%  | 0.0000% | $379936.67         | $43438.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-10-01      | 4.5000%  | 0.0000% | $1186468.89        | $12163.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-04-01      | 4.0000%  | 0.0000% | $333277.78         | $28624.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-05-01      | 4.0000%  | 0.0000% | $7332.11           | $596.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-02-01      | 2.5000%  | 0.0000% | $209167.13         | $191611.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-03-01      | 1.5000%  | 0.0000% | $1481997.63        | $890633.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-02-01      | 6.0000%  | 0.0000% | $685392.42         | $713970.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-09-01      | 5.0000%  | 0.0000% | $788535.22         | $524083.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-03-01      | 5.0000%  | 0.0000% | $13323777.67       | $9741552.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-07-01      | 2.0000%  | 0.0000% | $133311.11         | $76183.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 3.0000%  | 0.0000% | $536577.22         | $352568.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 5.0000%  | 0.0000% | $3239460.00        | $2372744.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 5.0000%  | 0.0000% | $999833.33         | $762853.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.5000%  | 0.0000% | $7846234.08        | $5817094.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 4.0000%  | 0.0000% | $3206132.22        | $2583913.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-12-01      | 5.0000%  | 0.0000% | $239960.00         | $177573.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.0000%  | 0.0000% | $3815585.30        | $2640213.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.0000%  | 0.0000% | $3332.78           | $2549.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 3.0000%  | 0.0000% | $666.56            | $464.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 2.5000%  | 0.0000% | $4665.89           | $3644.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 6.5000%  | 0.0000% | $27763445.99       | $20229461.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 4.0000%  | 0.0000% | $633894.33         | $516611.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 5.5000%  | 0.0000% | $36660.56          | $32837.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.0000%  | 0.0000% | $15875499.64       | $13826018.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-01      | 3.0000%  | 0.0000% | $1333.11           | $388.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-01      | 2.0000%  | 0.0000% | $2466255.56        | $1428776.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 5.0000%  | 0.0000% | $253957.67         | $194757.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.0000%  | 0.0000% | $38993.50          | $32058.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 6.5000%  | 0.0000% | $17150412.45       | $10931010.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-02-01      | 3.5000%  | 0.0000% | $3508081.89        | $2539433.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 4.5000%  | 0.0000% | $699883.33         | $607463.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-08-01      | 5.0000%  | 0.0000% | $944779.84         | $124368.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-04-01      | 2.5000%  | 0.0000% | $1592205.25        | $795450.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-01-01      | 2.5000%  | 0.0000% | $793849.00         | $450254.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-12-01      | 1.5000%  | 0.0000% | $11592160.32       | $3359441.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.0000%  | 0.0000% | $2082586.84        | $2128098.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 6.0000%  | 0.0000% | $2801137.73        | $2675586.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.0000%  | 0.0000% | $904509.89         | $897183.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 5.5000%  | 0.0000% | $1272998.46        | $900676.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $704198.61         | $712291.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 5.5000%  | 0.0000% | $773141.12         | $717330.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $1364212.59        | $1292642.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $1598439.55        | $1571672.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $2940925.76        | $3016834.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 7.0000%  | 0.0000% | $842797.51         | $902708.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.0000%  | 0.0000% | $7847021.94        | $7873959.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 4.5000%  | 0.0000% | $331568.73         | $327840.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $1981564.35        | $2048119.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $1023866.66        | $1057596.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 3.0000%  | 0.0000% | $2814750.13        | $2477751.09        | Agency Mortgage-Backed Securities |

### Security 93: 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_0302
- **C.18 - Value (incl. sponsor support):** $1668000000.00
- **C.18.a - Value (excl. sponsor support):** $1668000000.00
- **C.19 - Percentage of Net Assets:** 5.7500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2027-02-18      | 0.0000%  | 0.0000% | $300.00            | $290.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $21932900.00       | $8556572.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 0.0000%  | 0.0000% | $25500.00          | $9702.78           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 0.0000%  | 0.0000% | $200.00            | $72.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-05-15      | 4.2500%  | 0.0000% | $200.00            | $203.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 3.1250%  | 0.0000% | $691100.00         | $577727.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 0.6250%  | 0.0000% | $79750800.00       | $86889850.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $73.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $12487000.00       | $11825633.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $3282400.00        | $3372418.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $445800.00         | $453355.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $29546700.00       | $31646601.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $145754400.00      | $151485390.53      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $1716000.00        | $1750672.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $92900.00          | $94152.41          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $223500.00         | $238620.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 4.6250%  | 0.0000% | $7922400.00        | $8441008.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8750%  | 0.0000% | $900.00            | $966.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $79489300.00       | $86759766.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $22736100.00       | $23873315.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $98262700.00       | $104617087.13      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $19476600.00       | $19742788.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $176500.00         | $182914.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $2210800.00        | $2296939.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $93719000.00       | $95422424.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $9349600.00        | $9643288.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 0.7500%  | 0.0000% | $1076400.00        | $1122263.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 1.0000%  | 0.0000% | $500.00            | $535.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-05-15      | 3.1250%  | 0.0000% | $555700.00         | $442616.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 1.0000%  | 0.0000% | $24999600.00       | $24141913.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-11-15      | 1.3750%  | 0.0000% | $200.00            | $134.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 2.2500%  | 0.0000% | $1300.00           | $995.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-08-15      | 3.0000%  | 0.0000% | $33101400.00       | $24681809.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 4.7500%  | 0.0000% | $118414700.00      | $123508001.49      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-05-15      | 4.7500%  | 0.0000% | $44049300.00       | $45426871.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $500.00            | $489.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $53032800.00       | $72089883.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.6250%  | 0.0000% | $262000.00         | $259951.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 0.3750%  | 0.0000% | $67300.00          | $64475.93          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $134590000.00      | $128095546.93      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $12519000.00       | $11428563.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $77306000.00       | $73554874.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $16000.00          | $14218.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 1.3750%  | 0.0000% | $75000.00          | $71085.30          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 2.3750%  | 0.0000% | $45200.00          | $44271.28          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 2.8750%  | 0.0000% | $900.00            | $893.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $123183100.00      | $118764111.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 2.6250%  | 0.0000% | $92600.00          | $92215.46          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-15      | 0.6250%  | 0.0000% | $31100800.00       | $33365987.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 0.0000%  | 0.0000% | $400.00            | $137.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 0.0000%  | 0.0000% | $69052100.00       | $23073344.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-08-15      | 0.0000%  | 0.0000% | $0.14              | $0.08              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $148200.00         | $152072.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $178000.00         | $181726.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $69000.00          | $70899.59          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $69906400.00       | $72122934.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $395800.00         | $401392.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $7594700.00        | $7734303.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $102.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 4.2500%  | 0.0000% | $106578000.00      | $109299452.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $69415800.00       | $70842979.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $102823000.00      | $104398153.45      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $8452200.00        | $8546771.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 0.0000%  | 0.0000% | $540.92            | $397.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 0.0000%  | 0.0000% | $463.63            | $332.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 0.0000%  | 0.0000% | $383.63            | $268.22            | U.S. Treasuries (including strips) |

### Security 94: 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_0302
- **C.18 - Value (incl. sponsor support):** $1040000000.00
- **C.18.a - Value (excl. sponsor support):** $1040000000.00
- **C.19 - Percentage of Net Assets:** 3.5800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $760.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1292431.00        | $1150610.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $948.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $757046.00         | $746077.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $848.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $2218309.00        | $2192931.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $1595487.00        | $337815.96         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $938.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1064020.00        | $705762.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $922.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1513920.00        | $996805.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $218768.00         | $219343.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $852.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $957.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1008.00           | $741.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $997.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $945.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $775.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $947.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $526608.00         | $369646.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $50701568.00       | $52023273.54       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $462422.00         | $447590.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1010.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $1546626.00        | $1552489.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 3.5000%  | 0.0000% | $1000.00           | $907.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $1024.00           | $867.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $963.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $970.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 4.5000%  | 0.0000% | $1008.00           | $972.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1034.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1032.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $1008.00           | $959.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $910.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $949.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $992.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $493.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $990.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $990.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1111437.00        | $1100233.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 4.0000%  | 0.0000% | $8533.00           | $1042.92           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1045.00           | $1060.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $15235152.00       | $8199087.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 5.5000%  | 0.0000% | $4465.00           | $46.20             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 5.5000%  | 0.0000% | $10072.00          | $42.06             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 6.0000%  | 0.0000% | $3540.00           | $45.29             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 4.5000%  | 0.0000% | $3468.00           | $2.65              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $40490246.00       | $9018176.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $69360640.00       | $10014704.87       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.5000%  | 0.0000% | $1735190.00        | $239744.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-15      | 3.0000%  | 0.0000% | $6838.00           | $722.13            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-08-20      | 3.5000%  | 0.0000% | $1000.00           | $36.81             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $1000.00           | $712.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $10364.00          | $6505.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $402001.00         | $61398.90          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $11537.00          | $12012.36          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1000.00           | $1013.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $224176566.00      | $182793736.45      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1214.00           | $1104.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $436170513.00      | $440061638.12      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.0000%  | 0.0000% | $141219.00         | $115188.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $623534.00         | $545906.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $1013.00           | $876.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $1747000.00        | $825947.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $1209.00           | $1010.98           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 4.5000%  | 0.0000% | $1011007.00        | $868329.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1857113.00        | $1869690.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-02-20      | 4.5000%  | 0.0000% | $3294012.00        | $3319112.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $9407.00           | $9680.40           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1047.00           | $1091.16           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $1000.00           | $24.04             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $564501.00         | $387899.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $616.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1986536.00        | $1621307.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $98.07             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1091130.00        | $608095.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1018140.00        | $888529.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 5.0000%  | 0.0000% | $1546318.00        | $29226.87          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-10-01      | 4.5000%  | 0.0000% | $2901000.00        | $358159.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-03-01      | 4.5000%  | 0.0000% | $686819.00         | $127329.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-02-01      | 4.5000%  | 0.0000% | $4614992.00        | $493368.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $572000.00         | $87869.69          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1003000.00        | $187311.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $559012.00         | $56079.04          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $4993985.00        | $416377.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-12-01      | 3.0000%  | 0.0000% | $2591000.00        | $358178.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 2.5000%  | 0.0000% | $1156000.00        | $199900.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $5860000.00        | $2523859.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 2.0000%  | 0.0000% | $770000.00         | $449445.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 2.5000%  | 0.0000% | $445746.00         | $196056.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $3146081.00        | $2460976.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $654325.00         | $568097.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-04-01      | 2.0000%  | 0.0000% | $1000.00           | $450.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $88000.00          | $66101.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $17000.00          | $7876.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 5.5000%  | 0.0000% | $403008.00         | $329090.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-12-01      | 5.5000%  | 0.0000% | $998266.00         | $786498.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $304625.00         | $201830.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $9338.00           | $8216.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $826076.00         | $563431.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $495840.00         | $461146.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 4.5000%  | 0.0000% | $1566777.00        | $1449632.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $997.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $879.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $953.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1070989.00        | $1071196.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1267637.00        | $1266072.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $919.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $134418.00         | $133181.20         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1674616.00        | $1438517.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $1820616.00        | $1815728.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $948.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $946.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $999.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $2309629.00        | $1713766.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1908171.00        | $1330590.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $925.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $905.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $990.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $284034.00         | $209733.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1023108.00        | $1000950.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $984.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $736.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 7.0000%  | 0.0000% | $1510247.00        | $1504859.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $967.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $538644.00         | $546517.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $811.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $983.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1780435.00        | $1748998.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1069.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $976.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $924.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $955.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $847.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $919.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $2835367.00        | $2293736.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1061260.00        | $846057.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $931.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 7.0000%  | 0.0000% | $1066650.00        | $747071.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $800.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1693130.00        | $1322739.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $722040.00         | $649466.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1898542.00        | $1857163.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1895125.00        | $1961523.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1008.00           | $1055.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $985.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1008.00           | $1041.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1549881.00        | $1600563.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $4508149.00        | $470814.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 5.0000%  | 0.0000% | $3148500.00        | $2320403.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1856249.00        | $1877491.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $125000.00         | $90539.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $99000.00          | $65794.69          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $2055476.00        | $1573293.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $3524922.00        | $2656091.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $44999.00          | $32159.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $21178624.00       | $16102996.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $1023942.00        | $216562.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $110115.00         | $12708.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1197.00           | $632.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 1.5000%  | 0.0000% | $1868629.00        | $951646.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2153640.00        | $1322383.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 3.5000%  | 0.0000% | $531316.00         | $171495.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $150896.00         | $95188.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $719940.00         | $462444.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $2215330.00        | $1479883.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $999000.00         | $677627.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $101000.00         | $73453.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $24999000.00       | $17446181.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $1421648.00        | $1165688.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $3000000.00        | $2331486.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $90584.00          | $66415.76          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $318000.00         | $227986.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $361998.00         | $260015.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $2966130.00        | $2444291.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $746.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $788.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $13000.00          | $10727.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $833.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $1024.00           | $921.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $24992000.00       | $20422560.28       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $933321.00         | $813177.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $8233.00           | $6725.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $999000.00         | $866075.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $75000.00          | $55254.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $408337.00         | $289601.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 5.0000%  | 0.0000% | $545905.00         | $468740.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $5599896.00        | $5156530.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $852.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $49949572.00       | $46310349.99       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 4.5000%  | 0.0000% | $17911936.00       | $16132302.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $960.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $3203312.00        | $3016974.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $914.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $6371.00           | $5963.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $992.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1042497.00        | $1104955.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1081195.00        | $1135319.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1013.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $991.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $708053.00         | $672165.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $650000.00         | $601047.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $5257788.00        | $4725997.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1056.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $464012.00         | $191592.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $22634192.00       | $15836723.62       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.5000%  | 0.0000% | $26017664.00       | $21363343.28       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $23253312.00       | $13901861.60       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-03-12      | 0.0000%  | 0.0000% | $300.00            | $299.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-05-07      | 0.0000%  | 0.0000% | $800.00            | $794.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-18      | 0.0000%  | 0.0000% | $100.00            | $96.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2039-05-15      | 4.2500%  | 0.0000% | $1100.00           | $1117.16           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2045-02-15      | 2.5000%  | 0.0000% | $6649500.00        | $4884109.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $100.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-15      | 1.6250%  | 0.0000% | $12016200.00       | $13439140.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-01-15      | 1.1250%  | 0.0000% | $4171900.00        | $4468399.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-02-15      | 3.5000%  | 0.0000% | $3859400.00        | $3808422.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $106.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-08-31      | 4.1250%  | 0.0000% | $12724800.00       | $13305089.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $102.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-31      | 3.8279%  | 0.0000% | $999900.00         | $1003739.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-10-15      | 1.6250%  | 0.0000% | $689900.00         | $732335.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2053-02-15      | 1.5000%  | 0.0000% | $832600.00         | $737504.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2054-05-15      | 4.6250%  | 0.0000% | $2145000.00        | $2166562.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2055-11-15      | 4.6250%  | 0.0000% | $400.00            | $404.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-15      | 0.2500%  | 0.0000% | $712100.00         | $883552.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-15      | 0.1250%  | 0.0000% | $15571300.00       | $21166772.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-07-15      | 0.1250%  | 0.0000% | $1079200.00        | $1313353.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-08-15      | 0.6250%  | 0.0000% | $9500.00           | $8380.89           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2048-08-15      | 0.0000%  | 0.0000% | $946100.00         | $324325.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-05-15      | 4.2500%  | 0.0000% | $408100.00         | $423237.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-06-30      | 4.0000%  | 0.0000% | $1055200.00        | $1081128.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-07-15      | 1.8750%  | 0.0000% | $3473800.00        | $3588633.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 3.6250%  | 0.0000% | $17843600.00       | $18210461.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-12-15      | 3.5000%  | 0.0000% | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-02-15      | 0.0000%  | 0.0000% | $1.21              | $0.89              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-08-15      | 0.0000%  | 0.0000% | $1467323.86        | $1051821.76        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Government Cash Management Portfolio

**Date:** 2026-03-06

**By:** /s/Diane Kenneally

**Name of Signing Officer:** Diane Kenneally

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