# EDGAR Filing Document

**Accession Number:** 0000862064
**File Stem:** 0001410368-26-034911
**Filing Date:** 2026-4
**Character Count:** 264571
**Document Hash:** 092173edeba9bbba95a061356085ea3b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034911.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001410368-26-034911

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**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:** 26843494

**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):** 2026-03-31

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

**CIK Number of Registrant:** 0000862064

**LEI of Registrant:** 549300DFUINPMFFE3C04

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

**LEI of Series:** 549300DFUINPMFFE3C04

**EDGAR Series Identifier:** S000009009

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 27 days

- **WAL:** 94 days

- **Total Value of Portfolio Securities:** $28732422087.09

- **Amortized Cost of Portfolio Securities:** $28732094855.11

- **Cash:** $81383.67

- **Total Other Assets:** $38163010.46

- **Total Liabilities:** $931163542.79

- **Net Assets of Series:** $27839175706.45

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $22208737527.38           | $22739130069.27            | 74.7900%                  | 76.5700%                   |
| 2026-03-03 | $23150687111.91           | $23681141308.16            | 75.5700%                  | 77.3000%                   |
| 2026-03-04 | $22504676770.87           | $23035183682.95            | 75.0500%                  | 76.8100%                   |
| 2026-03-05 | $22952977596.67           | $23483523193.85            | 75.4100%                  | 77.1500%                   |
| 2026-03-06 | $23285473106.49           | $23816087037.59            | 75.6600%                  | 77.3900%                   |
| 2026-03-09 | $22839907776.21           | $23370686720.13            | 75.3100%                  | 77.0600%                   |
| 2026-03-10 | $23912647400.56           | $24443479115.68            | 76.1500%                  | 77.8400%                   |
| 2026-03-11 | $22936900948.62           | $23467785116.63            | 75.4000%                  | 77.1500%                   |
| 2026-03-12 | $22213832881.74           | $22950524054.13            | 74.8000%                  | 77.2800%                   |
| 2026-03-13 | $24378147884.80           | $25114903092.20            | 76.5000%                  | 78.8100%                   |
| 2026-03-16 | $23933207819.00           | $24670178170.56            | 76.1700%                  | 78.5200%                   |
| 2026-03-17 | $24144442730.17           | $24755801698.14            | 76.6400%                  | 78.5800%                   |
| 2026-03-18 | $23548819101.58           | $24160230406.63            | 76.2100%                  | 78.1800%                   |
| 2026-03-19 | $23990063356.33           | $24601545699.50            | 76.5400%                  | 78.4900%                   |
| 2026-03-20 | $24054581435.18           | $24666129820.64            | 76.5700%                  | 78.5200%                   |
| 2026-03-23 | $23122003259.52           | $23733730467.37            | 75.8700%                  | 77.8700%                   |
| 2026-03-24 | $22354998843.70           | $22966788914.03            | 75.2400%                  | 77.3000%                   |
| 2026-03-25 | $23524163585.35           | $24136021524.22            | 76.1800%                  | 78.1600%                   |
| 2026-03-26 | $21325585877.63           | $21944187455.57            | 74.3300%                  | 76.4900%                   |
| 2026-03-27 | $21729116221.90           | $22341091217.57            | 74.6900%                  | 76.8000%                   |
| 2026-03-30 | $20313237494.06           | $20925397253.22            | 73.0800%                  | 75.2900%                   |
| 2026-03-31 | $20967978550.07           | $21580202882.88            | 72.8800%                  | 75.0100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 0.0000%             |
| 2026-03-03 | 0.0000%             |
| 2026-03-04 | 0.0000%             |
| 2026-03-05 | 0.0000%             |
| 2026-03-06 | 0.0000%             |
| 2026-03-09 | 0.0000%             |
| 2026-03-10 | 0.0000%             |
| 2026-03-11 | 0.0000%             |
| 2026-03-12 | 0.0000%             |
| 2026-03-13 | 0.0000%             |
| 2026-03-16 | 0.0000%             |
| 2026-03-17 | 0.0000%             |
| 2026-03-18 | 0.0000%             |
| 2026-03-19 | 0.0000%             |
| 2026-03-20 | 0.0000%             |
| 2026-03-23 | 0.0000%             |
| 2026-03-24 | 0.0000%             |
| 2026-03-25 | 0.0000%             |
| 2026-03-26 | 0.0000%             |
| 2026-03-27 | 0.0000%             |
| 2026-03-30 | 0.0000%             |
| 2026-03-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 0.0000                      |
|  |  |
| 2026-03-03 | 0.0000                      |
|  |  |
| 2026-03-04 | 0.0000                      |
|  |  |
| 2026-03-05 | 0.0000                      |
|  |  |
| 2026-03-06 | 0.0000                      |
|  |  |
| 2026-03-09 | 0.0000                      |
|  |  |
| 2026-03-10 | 0.0000                      |
|  |  |
| 2026-03-11 | 0.0000                      |
|  |  |
| 2026-03-12 | 0.0000                      |
|  |  |
| 2026-03-13 | 0.0000                      |
|  |  |
| 2026-03-16 | 0.0000                      |
|  |  |
| 2026-03-17 | 0.0000                      |
|  |  |
| 2026-03-18 | 0.0000                      |
|  |  |
| 2026-03-19 | 0.0000                      |
|  |  |
| 2026-03-20 | 0.0000                      |
|  |  |
| 2026-03-23 | 0.0000                      |
|  |  |
| 2026-03-24 | 0.0000                      |
|  |  |
| 2026-03-25 | 0.0000                      |
|  |  |
| 2026-03-26 | 0.0000                      |
|  |  |
| 2026-03-27 | 0.0000                      |
|  |  |
| 2026-03-30 | 0.0000                      |
|  |  |
| 2026-03-31 | 0.0000                      |
|  |  |

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

### Class: Government Cash Management Portfolio

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $27839175706.45

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 893813.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.0000          |
|  |  |
| 2026-03-03 | 0.0000          |
|  |  |
| 2026-03-04 | 0.0000          |
|  |  |
| 2026-03-05 | 0.0000          |
|  |  |
| 2026-03-06 | 0.0000          |
|  |  |
| 2026-03-09 | 0.0000          |
|  |  |
| 2026-03-10 | 0.0000          |
|  |  |
| 2026-03-11 | 0.0000          |
|  |  |
| 2026-03-12 | 0.0000          |
|  |  |
| 2026-03-13 | 0.0000          |
|  |  |
| 2026-03-16 | 0.0000          |
|  |  |
| 2026-03-17 | 0.0000          |
|  |  |
| 2026-03-18 | 0.0000          |
|  |  |
| 2026-03-19 | 0.0000          |
|  |  |
| 2026-03-20 | 0.0000          |
|  |  |
| 2026-03-23 | 0.0000          |
|  |  |
| 2026-03-24 | 0.0000          |
|  |  |
| 2026-03-25 | 0.0000          |
|  |  |
| 2026-03-26 | 0.0000          |
|  |  |
| 2026-03-27 | 0.0000          |
|  |  |
| 2026-03-30 | 0.0000          |
|  |  |
| 2026-03-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $0.00                     | $0.00                   |
| 2026-03-03 | $0.00                     | $0.00                   |
| 2026-03-04 | $0.00                     | $0.00                   |
| 2026-03-05 | $0.00                     | $0.00                   |
| 2026-03-06 | $0.00                     | $0.00                   |
| 2026-03-09 | $0.00                     | $0.00                   |
| 2026-03-10 | $0.00                     | $0.00                   |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $0.00                     | $0.00                   |
| 2026-03-13 | $0.00                     | $0.00                   |
| 2026-03-16 | $0.00                     | $0.00                   |
| 2026-03-17 | $0.00                     | $0.00                   |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $0.00                   |
| 2026-03-20 | $0.00                     | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $0.00                   |
| 2026-03-25 | $0.00                     | $0.00                   |
| 2026-03-26 | $0.00                     | $0.00                   |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $0.00                     | $0.00                   |
| 2026-03-31 | $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   |
|:---|:---|
| 2026-03-02 | 0.0000%           |
| 2026-03-03 | 0.0000%           |
| 2026-03-04 | 0.0000%           |
| 2026-03-05 | 0.0000%           |
| 2026-03-06 | 0.0000%           |
| 2026-03-09 | 0.0000%           |
| 2026-03-10 | 0.0000%           |
| 2026-03-11 | 0.0000%           |
| 2026-03-12 | 0.0000%           |
| 2026-03-13 | 0.0000%           |
| 2026-03-16 | 0.0000%           |
| 2026-03-17 | 0.0000%           |
| 2026-03-18 | 0.0000%           |
| 2026-03-19 | 0.0000%           |
| 2026-03-20 | 0.0000%           |
| 2026-03-23 | 0.0000%           |
| 2026-03-24 | 0.0000%           |
| 2026-03-25 | 0.0000%           |
| 2026-03-26 | 0.0000%           |
| 2026-03-27 | 0.0000%           |
| 2026-03-30 | 0.0000%           |
| 2026-03-31 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_3.60_0401
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $218956400.00      | $222621227.26      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 3.7500%  | 0.0000% | $67732600.00       | $67566850.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $8009500.00        | $7973570.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 3.3750%  | 0.0000% | $210000.00         | $208935.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 3.5000%  | 0.0000% | $1397900.00        | $1374801.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-15      | 3.5000%  | 0.0000% | $11769300.00       | $11683204.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 3.8750%  | 0.0000% | $20975000.00       | $20906285.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $3512900.00        | $3517944.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $326678100.00      | $327147209.75      | U.S. Treasuries (including strips) |

### Security 2: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_3.66_0401
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-10-15      | 4.6250%  | 0.0000% | $7674200.00        | $7870997.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $1200.00           | $1244.68           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $10271300.00       | $10623993.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 4.3750%  | 0.0000% | $109490700.00      | $110518656.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $47941900.00       | $48479392.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $19080500.00       | $18901104.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $95404900.00       | $94964956.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $170898000.00      | $167639658.73      | U.S. Treasuries (including strips) |

### Security 3: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_3.67_0401
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.5000%  | 0.0000% | $10654040.00       | $10800853.66       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1165982.00        | $966056.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-05-01      | 3.5000%  | 0.0000% | $69677056.00       | $16564212.53       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $24932832.00       | $16337429.02       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $715.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 3.5000%  | 0.0000% | $2897756.00        | $2402737.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $15816660.00       | $10769730.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.5000%  | 0.0000% | $93558144.00       | $18454206.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $825.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1526910.00        | $1026447.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $6060088.00        | $5725595.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $50149.00          | $46720.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $3586120.00        | $3499880.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-03-01      | 6.0000%  | 0.0000% | $666703.00         | $689995.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $1157600.00        | $1195065.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-08-01      | 3.5000%  | 0.0000% | $96695680.00       | $27524823.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-01-01      | 4.0000%  | 0.0000% | $1024.00           | $342.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 4.0000%  | 0.0000% | $1024.00           | $610.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-02-01      | 4.5000%  | 0.0000% | $7622336.00        | $1058020.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $2144232.00        | $757051.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $12651952.00       | $7280664.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $11881180.00       | $11482217.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $735.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $15090832.00       | $11358383.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-03-01      | 5.0000%  | 0.0000% | $2907864.00        | $2906531.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $947.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $10927456.00       | $7081984.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $1024.00           | $181.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $91490432.00       | $37473041.99       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $18329120.00       | $15348395.62       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $743.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $14095648.00       | $11310024.76       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $15087824.00       | $15418993.37       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $45749696.00       | $43817594.29       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2031-09-30      | 3.6250%  | 0.0000% | $21088800.00       | $20686720.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-09-30      | 3.5000%  | 0.0000% | $7000000.00        | $6915902.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-10-31      | 4.1250%  | 0.0000% | $143651800.00      | $147308383.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-31      | 4.1250%  | 0.0000% | $1375200.00        | $1401367.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-05-15      | 4.2500%  | 0.0000% | $2400.00           | $2430.94           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-31      | 4.0000%  | 0.0000% | $11919600.00       | $12119106.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-31      | 3.8124%  | 0.0000% | $4150400.00        | $4179710.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-15      | 3.6250%  | 0.0000% | $5000000.00        | $5000805.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-31      | 3.6250%  | 0.0000% | $11317600.00       | $11318399.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-10-31      | 3.6250%  | 0.0000% | $35647300.00       | $35725362.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-15      | 3.5000%  | 0.0000% | $22213000.00       | $22326112.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-11-30      | 3.5000%  | 0.0000% | $42081000.00       | $41795211.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-15      | 3.5000%  | 0.0000% | $7396900.00        | $7387397.80        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2045-08-01      | 4.0000%  | 0.0000% | $17585.00          | $12360.31          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $3213600.00        | $2669695.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $23503360.00       | $24145978.17       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2028-01-31      | 3.7524%  | 0.0000% | $502800.00         | $505791.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-01-31      | 4.0000%  | 0.0000% | $28451700.00       | $28414864.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2036-02-15      | 4.1250%  | 0.0000% | $12017700.00       | $11882654.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-03-31      | 4.2500%  | 0.0000% | $23244900.00       | $23398967.20       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1008.00           | $1016.39           | Agency Mortgage-Backed Securities  |

### Security 4: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06399K002, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: 06399K002_3.67_0401
- **C.18 - Value (incl. sponsor support):** $1420000000.00
- **C.18.a - Value (excl. sponsor support):** $1420000000.00
- **C.19 - Percentage of Net Assets:** 5.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $3122400.00        | $3063361.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $49996800.00       | $48366186.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 0.5000%  | 0.0000% | $9999100.00        | $9540243.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 0.6250%  | 0.0000% | $200.00            | $190.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $95.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $3582000.00        | $3390500.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 1.1250%  | 0.0000% | $7143000.00        | $6792733.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $82590900.00       | $77497328.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 0.1250%  | 0.0000% | $24999700.00       | $28653256.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $82348000.00       | $82384891.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $13324400.00       | $14959480.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $102166600.00      | $103167728.26      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $55945900.00       | $55916943.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $99.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $13185100.00       | $13282961.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $21443100.00       | $21657752.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $102.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $68194400.00       | $69248769.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $200.00            | $200.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $849300.00         | $864568.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $54767500.00       | $55611206.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $110677200.00      | $112361117.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $72192800.00       | $73291189.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $87617800.00       | $88947160.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $130119200.00      | $131698638.61      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $400.00            | $404.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $75998700.00       | $77013372.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $177158400.00      | $179281526.62      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $30871200.00       | $31069874.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $27300900.00       | $27283593.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $99.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $42527100.00       | $42512371.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $400.00            | $403.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 3.3750%  | 0.0000% | $40025600.00       | $39801379.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-15      | 3.5000%  | 0.0000% | $51165500.00       | $50739892.02       | U.S. Treasuries (including strips) |

### Security 5: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799K008, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 06799K008_3.66_0401
- **C.18 - Value (incl. sponsor support):** $141000000.00
- **C.18.a - Value (excl. sponsor support):** $141000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $201400.00         | $192168.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $100.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 0.0000%  | 0.0000% | $149945875.43      | $107216998.88      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 0.0000%  | 0.0000% | $40274551.38       | $36410731.74       | U.S. Treasuries (including strips) |

### Security 6: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 165999004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 165999004_3.66_0401
- **C.18 - Value (incl. sponsor support):** $87900000.00
- **C.18.a - Value (excl. sponsor support):** $87900000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-05-15      | 0.0000%  | 0.0000% | $101189562.55      | $89658000.00       | U.S. Treasuries (including strips) |

### Security 7: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 165999004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 165999004_3.67_0401
- **C.18 - Value (incl. sponsor support):** $291300000.00
- **C.18.a - Value (excl. sponsor support):** $291300000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $53760384.00       | $53903636.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-04-01      | 6.5000%  | 0.0000% | $3348784.00        | $33658.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 7.5000%  | 0.0000% | $19921574.00       | $115214.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-04-01      | 2.5000%  | 0.0000% | $103120.00         | $36798.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-06-01      | 2.5000%  | 0.0000% | $5380480.00        | $3003205.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $43206400.00       | $33916236.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $500000.00         | $373333.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 1.5000%  | 0.0000% | $15362496.00       | $8294304.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.5000%  | 0.0000% | $1111350.00        | $624556.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-09-01      | 6.0000%  | 0.0000% | $1406648.00        | $1435454.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-12-01      | 6.0000%  | 0.0000% | $1001999.00        | $1024068.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.0000%  | 0.0000% | $2225000.00        | $372529.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 5.5000%  | 0.0000% | $9875296.00        | $158990.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1471146.00        | $1242892.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $10772224.00       | $9495197.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $18860060.00       | $18945803.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $2360860.00        | $2443471.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-02-01      | 3.0000%  | 0.0000% | $8000000.00        | $2518313.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $2915000.00        | $587109.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $55000.00          | $40318.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $5550000.00        | $2897022.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.0000%  | 0.0000% | $2912272.00        | $1745784.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 2.5000%  | 0.0000% | $450057.00         | $316026.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $700000.00         | $555738.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1529086.00        | $1550750.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 6.0000%  | 0.0000% | $8455552.00        | $8667145.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 5.0000%  | 0.0000% | $7978280.00        | $7895299.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 5.0000%  | 0.0000% | $20671680.00       | $20471408.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 5.0000%  | 0.0000% | $42876736.00       | $42356841.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 4.5000%  | 0.0000% | $41554944.00       | $39865332.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $14322016.00       | $4171891.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 3.0000%  | 0.0000% | $7393584.00        | $4328971.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $100000.00         | $64974.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 1.5000%  | 0.0000% | $2988296.00        | $1932598.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $1091000.00        | $81244.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $153735680.00      | $20260174.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $1381574.00        | $1399702.48        | Agency Mortgage-Backed Securities |

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $87538954.13
- **C.18.a - Value (excl. sponsor support):** $87538954.13
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SD9, C.4 - ISIN: US3130B6SD95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50008296.50
- **C.18.a - Value (excl. sponsor support):** $50008296.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7E42, C.4 - ISIN: US3130B7E424, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128495325.17
- **C.18.a - Value (excl. sponsor support):** $128495325.17
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TJ3, C.4 - ISIN: US3130B7TJ30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84037554.72
- **C.18.a - Value (excl. sponsor support):** $84037554.72
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TP9, C.4 - ISIN: US3130B7TP99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125051880.00
- **C.18.a - Value (excl. sponsor support):** $125051880.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84B5, C.4 - ISIN: US3130B84B51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149997904.50
- **C.18.a - Value (excl. sponsor support):** $149997904.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85P3, C.4 - ISIN: US3130B85P39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128997952.77
- **C.18.a - Value (excl. sponsor support):** $128997952.77
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119998066.80
- **C.18.a - Value (excl. sponsor support):** $119998066.80
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $636490503.42
- **C.18.a - Value (excl. sponsor support):** $636490503.42
- **C.19 - Percentage of Net Assets:** 2.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8J37, C.4 - ISIN: US3130B8J371, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $325496087.49
- **C.18.a - Value (excl. sponsor support):** $325496087.49
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249997670.00
- **C.18.a - Value (excl. sponsor support):** $249997670.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QN5, C.4 - ISIN: US3130B8QN51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205000483.80
- **C.18.a - Value (excl. sponsor support):** $205000483.80
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BJ8, C.4 - ISIN: US3130B9BJ87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123998679.40
- **C.18.a - Value (excl. sponsor support):** $123998679.40
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CC2, C.4 - ISIN: US3130B9CC26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83498966.27
- **C.18.a - Value (excl. sponsor support):** $83498966.27
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: 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):** $165927275.50
- **C.18.a - Value (excl. sponsor support):** $165927275.50
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DJ6, C.4 - ISIN: US3130B9DJ69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122998509.24
- **C.18.a - Value (excl. sponsor support):** $122998509.24
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DU1, C.4 - ISIN: US3130B9DU15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122748481.58
- **C.18.a - Value (excl. sponsor support):** $122748481.58
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GB0, C.4 - ISIN: US3130B9GB07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123999017.92
- **C.18.a - Value (excl. sponsor support):** $123999017.92
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H78, C.4 - ISIN: US3130B9H787, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124499595.38
- **C.18.a - Value (excl. sponsor support):** $124499595.38
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: 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: 3130BA6E2, C.4 - ISIN: US3130BA6E20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163500000.00
- **C.18.a - Value (excl. sponsor support):** $163500000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6F9, C.4 - ISIN: US3130BA6F94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163500000.00
- **C.18.a - Value (excl. sponsor support):** $163500000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-01
- **C.13 - Final Legal Maturity Date:** 2027-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313VH8, C.4 - ISIN: US313313VH88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $121640729.38
- **C.18.a - Value (excl. sponsor support):** $121640729.38
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **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? Yes, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VM7, C.4 - ISIN: US313313VM73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13482498.74
- **C.18.a - Value (excl. sponsor support):** $13482498.74
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WD6, C.4 - ISIN: US313313WD65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75530935.55
- **C.18.a - Value (excl. sponsor support):** $75530935.55
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385D52, C.4 - ISIN: US313385D529, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $320164224.25
- **C.18.a - Value (excl. sponsor support):** $320164224.25
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385UZ7, C.4 - ISIN: US313385UZ72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39568053.88
- **C.18.a - Value (excl. sponsor support):** $39568053.88
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385VM5, C.4 - ISIN: US313385VM50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69909252.70
- **C.18.a - Value (excl. sponsor support):** $69909252.70
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125511974.17
- **C.18.a - Value (excl. sponsor support):** $125511974.17
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WR3, C.4 - ISIN: US313385WR39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $206148942.27
- **C.18.a - Value (excl. sponsor support):** $206148942.27
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $176097542.72
- **C.18.a - Value (excl. sponsor support):** $176097542.72
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59019341.38
- **C.18.a - Value (excl. sponsor support):** $59019341.38
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86538291.82
- **C.18.a - Value (excl. sponsor support):** $86538291.82
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $260323731.20
- **C.18.a - Value (excl. sponsor support):** $260323731.20
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89995272.30
- **C.18.a - Value (excl. sponsor support):** $89995272.30
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2H9, C.4 - ISIN: US3133ET2H94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150993866.38
- **C.18.a - Value (excl. sponsor support):** $150993866.38
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49998726.50
- **C.18.a - Value (excl. sponsor support):** $49998726.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETD20, C.4 - ISIN: US3133ETD205, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $165999488.72
- **C.18.a - Value (excl. sponsor support):** $165999488.72
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68812964.67
- **C.18.a - Value (excl. sponsor support):** $68812964.67
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPB7, C.4 - ISIN: US3133ETPB70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85994547.60
- **C.18.a - Value (excl. sponsor support):** $85994547.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $128957673.81
- **C.18.a - Value (excl. sponsor support):** $128957673.81
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63539555.42
- **C.18.a - Value (excl. sponsor support):** $63539555.42
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999402.75
- **C.18.a - Value (excl. sponsor support):** $24999402.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127235520.22
- **C.18.a - Value (excl. sponsor support):** $127235520.22
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVX2, C.4 - ISIN: US3133ETVX27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247321453.21
- **C.18.a - Value (excl. sponsor support):** $247321453.21
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $55017732.00
- **C.18.a - Value (excl. sponsor support):** $55017732.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $26502300.47
- **C.18.a - Value (excl. sponsor support):** $26502300.47
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $73537920.12
- **C.18.a - Value (excl. sponsor support):** $73537920.12
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $200211406.00
- **C.18.a - Value (excl. sponsor support):** $200211406.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $130525820.73
- **C.18.a - Value (excl. sponsor support):** $130525820.73
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $60012754.80
- **C.18.a - Value (excl. sponsor support):** $60012754.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $213337317.35
- **C.18.a - Value (excl. sponsor support):** $213337317.35
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $367124335.93
- **C.18.a - Value (excl. sponsor support):** $367124335.93
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $73776600.15
- **C.18.a - Value (excl. sponsor support):** $73776600.15
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $237609983.88
- **C.18.a - Value (excl. sponsor support):** $237609983.88
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: 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):** $122871608.91
- **C.18.a - Value (excl. sponsor support):** $122871608.91
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 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_0401
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.5000%  | 0.0000% | $1500000.00        | $174201.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.5000%  | 0.0000% | $3610000.00        | $475457.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-09-20      | 6.0000%  | 0.0000% | $50000.00          | $7905.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.5000%  | 0.0000% | $2034000.00        | $447270.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 7.0000%  | 0.0000% | $2152568.00        | $2287181.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $2163070.00        | $2210537.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 5.0000%  | 0.0000% | $1829852.00        | $71289.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 4.5000%  | 0.0000% | $1517736.00        | $37625.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-06-01      | 6.1440%  | 0.0000% | $6171728.00        | $153255.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.0000%  | 0.0000% | $111000.00         | $21032.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 4.5000%  | 0.0000% | $230000.00         | $26244.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-03-01      | 3.0000%  | 0.0000% | $168000.00         | $34995.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 5.0000%  | 0.0000% | $3218888.00        | $451591.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $30895.00          | $27055.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $38000.00          | $33513.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-11-01      | 3.5000%  | 0.0000% | $500000.00         | $93514.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 4.5000%  | 0.0000% | $5992192.00        | $740784.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $1589530.00        | $682487.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-15      | 3.1000%  | 0.0000% | $370243.00         | $62069.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $110413000.00      | $13340386.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $9582100.00        | $7507430.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $99000.00          | $68959.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $90346000.00       | $64533111.68       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $1344000.00        | $957900.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 5.0000%  | 0.0000% | $41000.00          | $35195.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $50000000.00       | $28200084.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $11331620.00       | $7331865.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $115261440.00      | $50578334.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $999991.00         | $329356.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $9312288.00        | $1500193.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-15      | 4.0000%  | 0.0000% | $1327180.00        | $814371.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-15      | 4.0000%  | 0.0000% | $191068.00         | $167025.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 4.0000%  | 0.0000% | $2451088.00        | $1168426.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $20364416.00       | $13425458.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 3.0000%  | 0.0000% | $21342.00          | $16372.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $4904944.00        | $3946908.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-03-01      | 3.0000%  | 0.0000% | $4350000.00        | $430258.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $2405824.00        | $1776756.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $24717.00          | $23881.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-10-01      | 6.0800%  | 0.0000% | $2460940.00        | $213994.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-15      | 5.0000%  | 0.0000% | $417000.00         | $9738.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-02-15      | 5.0000%  | 0.0000% | $142203.00         | $8332.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-15      | 5.0000%  | 0.0000% | $190000.00         | $13998.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-15      | 6.0000%  | 0.0000% | $3219464.00        | $116732.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-15      | 4.0000%  | 0.0000% | $36000.00          | $12791.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-15      | 5.5000%  | 0.0000% | $15500000.00       | $160825.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-15      | 5.5000%  | 0.0000% | $917202.00         | $44079.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-15      | 5.5000%  | 0.0000% | $1019566.00        | $69279.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-15      | 5.0000%  | 0.0000% | $2406689.00        | $12415.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 3.5000%  | 0.0000% | $4884352.00        | $3057894.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $14000000.00       | $8363438.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-08-01      | 5.0000%  | 0.0000% | $1313278.00        | $1188663.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $10236112.00       | $7648116.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $2015350.00        | $2062424.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $2058168.00        | $1325915.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $13119424.00       | $12968869.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 6.0000%  | 0.0000% | $5040792.00        | $40091.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-04-01      | 4.5000%  | 0.0000% | $16500000.00       | $296793.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 3.5000%  | 0.0000% | $526000.00         | $223877.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $161000.00         | $99245.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 3.0000%  | 0.0000% | $41193.00          | $33853.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $28542816.00       | $26154930.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $39368128.00       | $39034942.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $2513852.00        | $1898537.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1225658.00        | $1282641.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1553010.00        | $1624473.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1250864.00        | $872410.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1400214.00        | $941270.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $767598.00         | $639730.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1654130.00        | $1730096.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1763902.00        | $1685059.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $8097232.00        | $8213498.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1514312.00        | $1582382.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1069614.00        | $1125206.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $10634928.00       | $10957796.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1655678.00        | $1719669.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1040824.00        | $1095393.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1607518.00        | $1446343.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1795900.00        | $1854834.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $4941500.00        | $5099173.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $6617216.00        | $6828351.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $4396040.00        | $4721480.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1043008.00        | $1095540.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1283988.00        | $1315352.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $7542184.00        | $7689598.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1135640.00        | $1210949.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1305808.00        | $1376861.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $17562272.00       | $18122648.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $101957.00         | $105458.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1192858.00        | $1215146.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $530820.00         | $547106.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1968682.00        | $2030558.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $11679552.00       | $11909619.71       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $2598720.00        | $2582774.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1603052.00        | $1661013.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $6054424.00        | $6167327.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $3386308.00        | $3482250.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1796792.00        | $1831907.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1218106.00        | $1286396.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1390610.00        | $1387258.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $462488.00         | $479429.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $60000.00          | $59240.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $21259400.00       | $21315644.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1201098.00        | $1129119.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $18153472.00       | $16162696.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $203984.00         | $206473.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $450000.00         | $435217.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $833178.00         | $734493.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1935308.00        | $1472822.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $696940.00         | $607100.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $17288672.00       | $17176518.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1799872.00        | $1900253.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1660508.00        | $1776081.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1612604.00        | $1698768.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $4371808.00        | $4457925.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $5979176.00        | $6192826.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $3238390.00        | $3302180.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $3096210.00        | $3156729.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $2779790.00        | $2872193.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $3574980.00        | $3709881.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $2699990.00        | $262564.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 6.5000%  | 0.0000% | $1909996.00        | $21012.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-15      | 4.0000%  | 0.0000% | $9789400.00        | $336218.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-15      | 5.0000%  | 0.0000% | $92133.00          | $10188.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $750000.00         | $19436.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-15      | 4.0000%  | 0.0000% | $80000.00          | $6119.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-15      | 4.0000%  | 0.0000% | $293306.00         | $16687.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-15      | 5.0000%  | 0.0000% | $14857000.00       | $499962.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-15      | 5.0000%  | 0.0000% | $642420.00         | $24541.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-15      | 4.0000%  | 0.0000% | $1915864.00        | $123954.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-03-15      | 4.0000%  | 0.0000% | $9014320.00        | $264446.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-15      | 5.0000%  | 0.0000% | $3500000.00        | $25794.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-15      | 4.0000%  | 0.0000% | $35000.00          | $8890.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $400000.00         | $300677.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $85804800.00       | $85242812.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $8231792.00        | $8303437.90        | Agency Mortgage-Backed Securities |

### 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_0401
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-11-15      | 0.0000%  | 0.0000% | $1926000.00        | $1743397.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.0000%  | 0.0000% | $2703000.00        | $2301666.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-05-15      | 0.0000%  | 0.0000% | $14017700.00       | $7667695.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-11-15      | 0.0000%  | 0.0000% | $13166300.00       | $6560701.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-08-15      | 0.0000%  | 0.0000% | $1750300.00        | $783304.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 0.0000%  | 0.0000% | $24215600.00       | $10675277.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 0.0000%  | 0.0000% | $10155000.00       | $4409433.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $722700.00         | $265497.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-05-15      | 0.0000%  | 0.0000% | $49914300.00       | $18084400.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-02-15      | 0.0000%  | 0.0000% | $7742800.00        | $2693495.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-02-15      | 0.0000%  | 0.0000% | $128154800.00      | $42321584.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-11-15      | 0.0000%  | 0.0000% | $151310800.00      | $48109420.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 0.0000%  | 0.0000% | $133581200.00      | $38935981.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-02-15      | 0.0000%  | 0.0000% | $30540800.00       | $8264768.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-11-15      | 0.0000%  | 0.0000% | $50843000.00       | $13342169.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-05-15      | 0.0000%  | 0.0000% | $187274000.00      | $47969486.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-08-15      | 0.0000%  | 0.0000% | $3199700.00        | $811891.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 0.0000%  | 0.0000% | $593000.00         | $239697.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-11-15      | 0.0000%  | 0.0000% | $87528000.00       | $21075429.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-05-15      | 0.0000%  | 0.0000% | $700000.00         | $267521.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-08-15      | 0.0000%  | 0.0000% | $1500000.00        | $565456.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 0.0000%  | 0.0000% | $1053000.00        | $1009005.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 0.0000%  | 0.0000% | $1076000.00        | $973608.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-15      | 0.0000%  | 0.0000% | $3817000.00        | $3321141.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 0.0000%  | 0.0000% | $443000.00         | $366187.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 0.0000%  | 0.0000% | $791000.00         | $602268.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 0.0000%  | 0.0000% | $861000.00         | $633211.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 0.0000%  | 0.0000% | $988000.00         | $825597.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 0.0000%  | 0.0000% | $765000.00         | $542127.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-15      | 0.6250%  | 0.0000% | $7960900.00        | $8419896.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $61082700.00       | $67888506.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 3.8354%  | 0.0000% | $22645000.00       | $22797166.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 3.7500%  | 0.0000% | $7911500.00        | $7936104.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $92109500.00       | $92880336.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-02-15      | 0.0000%  | 0.0000% | $36337703.57       | $23437019.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-08-15      | 0.0000%  | 0.0000% | $64114851.84       | $35854115.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-08-15      | 0.0000%  | 0.0000% | $10319544.32       | $5107070.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-11-15      | 0.0000%  | 0.0000% | $11314196.48       | $5515059.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-02-15      | 0.0000%  | 0.0000% | $20537180.16       | $9849159.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 0.0000%  | 0.0000% | $24266137.60       | $11469875.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 0.0000%  | 0.0000% | $43941560.31       | $18670109.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-02-15      | 0.0000%  | 0.0000% | $5410508.80        | $2167249.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 0.0000%  | 0.0000% | $28036464.64       | $10768750.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-11-15      | 0.0000%  | 0.0000% | $33725235.20       | $11637297.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 0.0000%  | 0.0000% | $65439416.32       | $21727914.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-11-15      | 0.0000%  | 0.0000% | $11539968.00       | $3601843.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-11-15      | 0.0000%  | 0.0000% | $14137405.44       | $3991187.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-08-15      | 0.0000%  | 0.0000% | $51014860.80       | $13919914.92       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: 8NAV47T0Y26Q87Y0QP81, C.5 - Other ID: 599999000_3.61_0401
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2036-02-15      | 0.0000%  | 0.0000% | $158367880.86      | $102000001.03      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: 8NAV47T0Y26Q87Y0QP81, C.5 - Other ID: 599999000_3.66_0401
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2050-02-15      | 2.0000%  | 0.0000% | $31466500.00       | $18388643.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 1.1250%  | 0.0000% | $94369800.00       | $89742253.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $43316000.00       | $44869141.85       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: 8NAV47T0Y26Q87Y0QP81, C.5 - Other ID: 599999000_3.67_0401
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2049-10-25      | 4.5000%  | 0.0000% | $108236985.00      | $97871671.24       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2036-08-25      | 5.5000%  | 0.0000% | $29597760.00       | $29628329.80       | Agency Collateralized Mortgage Obligation |

### Security 68: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: 66585Q007_3.60_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $49690909.67       | $50684727.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $2769473.16        | $2824862.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $48039206.54       | $48999990.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $48039206.56       | $48999990.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $48039206.56       | $48999990.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $48039206.56       | $48999990.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $48039206.56       | $48999990.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $49439093.05       | $50427874.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $49490159.71       | $50479962.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $49490159.71       | $50479962.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $49490159.71       | $50479962.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $9434012.21        | $9622692.45        | U.S. Treasuries (including strips) |

### Security 69: 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_0401
- **C.18 - Value (incl. sponsor support):** $2150000000.00
- **C.18.a - Value (excl. sponsor support):** $2150000000.00
- **C.19 - Percentage of Net Assets:** 7.7200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $42561744.48       | $43412979.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $39018904.87       | $39799282.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $49054137.66       | $50035220.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $49054137.66       | $50035220.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $49054137.66       | $50035220.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $37867537.79       | $38624888.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $49400455.78       | $50388464.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $22811994.80       | $23268234.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $49640477.36       | $50633286.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $22196342.33       | $22640269.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-01      | 3.8750%  | 0.0000% | $49369308.05       | $50356694.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-01      | 3.8750%  | 0.0000% | $49369308.05       | $50356694.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-01      | 3.8750%  | 0.0000% | $7323739.38        | $7470214.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $17732105.82       | $18086747.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 3.6250%  | 0.0000% | $39407827.34       | $40195983.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 3.6250%  | 0.0000% | $48406858.14       | $49374995.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 3.6250%  | 0.0000% | $48406858.14       | $49374995.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 3.6250%  | 0.0000% | $48406858.14       | $49374995.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 3.6250%  | 0.0000% | $48406858.14       | $49374995.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 3.6250%  | 0.0000% | $2420342.92        | $2468749.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $48835782.28       | $49812497.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $48835782.28       | $49812497.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $48835782.28       | $49812497.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $48835782.28       | $49812497.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $48835782.28       | $49812497.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $42466131.21       | $43315453.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $48835779.67       | $49812495.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $48835779.67       | $49812495.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $48835779.67       | $49812495.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $48835779.67       | $49812495.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $48835779.67       | $49812495.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $48835779.67       | $49812495.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $48835779.67       | $49812495.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $48835779.67       | $49812495.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $48835779.67       | $49812495.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $48835779.67       | $49812495.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $48835779.67       | $49812495.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.6226%  | 0.0000% | $21975710.16       | $22415224.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.6250%  | 0.0000% | $15451249.36       | $15760274.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.7677%  | 0.0000% | $49313322.99       | $50299589.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.7677%  | 0.0000% | $49313322.95       | $50299589.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.7677%  | 0.0000% | $49313322.95       | $50299589.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.7677%  | 0.0000% | $49313322.95       | $50299589.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.7677%  | 0.0000% | $49313322.95       | $50299589.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.7677%  | 0.0000% | $49313322.95       | $50299589.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.7677%  | 0.0000% | $49313322.95       | $50299589.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.7677%  | 0.0000% | $49313322.95       | $50299589.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.7677%  | 0.0000% | $49313322.95       | $50299589.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.7677%  | 0.0000% | $49313322.95       | $50299589.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 3.5000%  | 0.0000% | $25400098.51       | $25908100.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 3.8750%  | 0.0000% | $291158.94         | $296982.12         | U.S. Treasuries (including strips) |

### Security 70: 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_0401
- **C.18 - Value (incl. sponsor support):** $137000000.00
- **C.18.a - Value (excl. sponsor support):** $137000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $1013.76           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $50200.00          | $52725.94          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $2655400.00        | $2686194.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $135617200.00      | $136999989.57      | 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. 3.500000%
- **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_0401
- **C.18 - Value (incl. sponsor support):** $106100000.00
- **C.18.a - Value (excl. sponsor support):** $106100000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $105825300.00      | $108222084.31      | U.S. Treasuries (including strips) |

### Security 72: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.66_0401
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 7.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $200864400.00      | $178293387.89      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $272955800.00      | $252959333.78      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $718435800.00      | $756507710.29      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-29      | 4.1250%  | 0.0000% | $200035700.00      | $201184010.94      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $27547100.00       | $27146807.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $628118200.00      | $623908903.57      | U.S. Treasuries (including strips) |

### 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):** $361452174.54
- **C.18.a - Value (excl. sponsor support):** $361452174.54
- **C.19 - Percentage of Net Assets:** 1.3000%
- **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):** $721850092.50
- **C.18.a - Value (excl. sponsor support):** $721850092.50
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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):** $322194771.47
- **C.18.a - Value (excl. sponsor support):** $322194771.47
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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):** $160888612.63
- **C.18.a - Value (excl. sponsor support):** $160888612.63
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $280285025.60
- **C.18.a - Value (excl. sponsor support):** $280285025.60
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: 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):** $309969024.80
- **C.18.a - Value (excl. sponsor support):** $309969024.80
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 79: 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):** $351218285.44
- **C.18.a - Value (excl. sponsor support):** $351218285.44
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 80: 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):** $348236875.00
- **C.18.a - Value (excl. sponsor support):** $348236875.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 81: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $78645854.45
- **C.18.a - Value (excl. sponsor support):** $78645854.45
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $324204535.81
- **C.18.a - Value (excl. sponsor support):** $324204535.81
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $322246453.75
- **C.18.a - Value (excl. sponsor support):** $322246453.75
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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):** $349044762.50
- **C.18.a - Value (excl. sponsor support):** $349044762.50
- **C.19 - Percentage of Net Assets:** 1.2500%
- **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):** $361759113.54
- **C.18.a - Value (excl. sponsor support):** $361759113.54
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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):** $296613672.00
- **C.18.a - Value (excl. sponsor support):** $296613672.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 Note

- **C.1 - Title:** U.S. Treasury Note
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 0781SP260228
- **C.18 - Value (incl. sponsor support):** $140400412.95
- **C.18.a - Value (excl. sponsor support):** $140400412.95
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: 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):** $276741235.49
- **C.18.a - Value (excl. sponsor support):** $276741235.49
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 89: 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):** $278318418.05
- **C.18.a - Value (excl. sponsor support):** $278318418.05
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 90: 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):** $322034143.97
- **C.18.a - Value (excl. sponsor support):** $322034143.97
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 91: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $141223570.31
- **C.18.a - Value (excl. sponsor support):** $141223570.31
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UF2, C.4 - ISIN: US912797UF28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $281376195.10
- **C.18.a - Value (excl. sponsor support):** $281376195.10
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $296589303.26
- **C.18.a - Value (excl. sponsor support):** $296589303.26
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $470066859.00
- **C.18.a - Value (excl. sponsor support):** $470066859.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.803400%
- **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):** $714592388.81
- **C.18.a - Value (excl. sponsor support):** $714592388.81
- **C.19 - Percentage of Net Assets:** 2.5700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.813400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $786077331.55
- **C.18.a - Value (excl. sponsor support):** $786077331.55
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: 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: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 94974A003_3.66_0401
- **C.18 - Value (incl. sponsor support):** $181100000.00
- **C.18.a - Value (excl. sponsor support):** $181100000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $568676.64         | $744496.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $1701955.16        | $2058097.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-15      | 0.1250%  | 0.0000% | $19122892.30       | $20633453.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 0.1250%  | 0.0000% | $24794151.99       | $28417669.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-15      | 0.6250%  | 0.0000% | $4629798.86        | $4890388.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $19810642.19       | $20858077.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $2700721.66        | $2955233.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $39842.00          | $41773.64          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-01-15      | 1.7500%  | 0.0000% | $14499477.21       | $15309998.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $8403040.00        | $8883731.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.1250%  | 0.0000% | $2395387.06        | $2397042.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-01-15      | 1.8750%  | 0.0000% | $78235969.68       | $77532039.04       | U.S. Treasuries (including strips) |

### Security 98: 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: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 94974A003_3.67_0401
- **C.18 - Value (incl. sponsor support):** $599900000.00
- **C.18.a - Value (excl. sponsor support):** $599900000.00
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 6.0000%  | 0.0000% | $1381436.39        | $1419953.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.0000%  | 0.0000% | $3068771.12        | $3036549.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2038-02-01      | 6.0000%  | 0.0000% | $416427.92         | $2034.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2041-11-01      | 5.0000%  | 0.0000% | $1199800.00        | $106552.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 6.0000%  | 0.0000% | $2349143.08        | $1197950.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 2.0000%  | 0.0000% | $687930.66         | $404058.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2040-05-01      | 5.5000%  | 0.0000% | $1716813.82        | $1505545.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2056-03-01      | 4.5000%  | 0.0000% | $364006422.82      | $351648404.76      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2040-09-01      | 3.5000%  | 0.0000% | $3398680.79        | $3140739.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2041-03-01      | 3.5000%  | 0.0000% | $9840465.65        | $9436381.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 6.0000%  | 0.0000% | $2435695.32        | $2528320.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2056-02-01      | 5.0000%  | 0.0000% | $909930.99         | $898059.26         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.0000%  | 0.0000% | $1789981.62        | $1754783.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2056-02-01      | 5.0000%  | 0.0000% | $1520053.28        | $1498912.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2056-02-01      | 5.0000%  | 0.0000% | $2647631.99        | $2625084.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.5000%  | 0.0000% | $7271185.27        | $7405123.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 6.0000%  | 0.0000% | $2831371.36        | $2940473.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2056-02-01      | 5.0000%  | 0.0000% | $864175.95         | $860099.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2056-02-01      | 5.0000%  | 0.0000% | $1402719.51        | $1394752.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2056-02-01      | 5.0000%  | 0.0000% | $2546151.57        | $2530809.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2056-03-01      | 5.0000%  | 0.0000% | $3334074.89        | $3298083.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2056-02-01      | 5.0000%  | 0.0000% | $1720555.19        | $1725594.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2056-04-01      | 5.0000%  | 0.0000% | $4059406.65        | $4027055.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2040-12-01      | 4.0000%  | 0.0000% | $2042992.78        | $122165.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2029-05-01      | 4.0000%  | 0.0000% | $805455.74         | $31050.40          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2047-05-01      | 4.0000%  | 0.0000% | $132264687.54      | $21335470.66       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2037-09-01      | 6.0000%  | 0.0000% | $3083939.92        | $18088.19          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2034-03-01      | 4.5000%  | 0.0000% | $246625.56         | $22066.54          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2046-09-01      | 4.0000%  | 0.0000% | $273287.78         | $40753.89          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2036-10-01      | 2.0000%  | 0.0000% | $1453156.43        | $768715.26         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 4.0000%  | 0.0000% | $110611.56         | $88763.33          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2050-07-01      | 4.0000%  | 0.0000% | $3496750.44        | $1440159.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 5.0000%  | 0.0000% | $183302.78         | $129685.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.5000%  | 0.0000% | $66655.56          | $47134.74          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2051-03-01      | 2.0000%  | 0.0000% | $33994.33          | $22574.59          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 4.5000%  | 0.0000% | $1253124.44        | $988915.31         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 4.5000%  | 0.0000% | $41129683.24       | $33906040.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 5.5000%  | 0.0000% | $780536.56         | $597455.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 6.5000%  | 0.0000% | $123312.78         | $80230.93          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.5000%  | 0.0000% | $5999000.00        | $4205520.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 5.5000%  | 0.0000% | $21996333.33       | $13776108.39       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 4.5000%  | 0.0000% | $6955547.22        | $5130011.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 6.0000%  | 0.0000% | $493058.48         | $493541.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2041-01-01      | 4.5000%  | 0.0000% | $698898.83         | $691228.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2041-01-01      | 5.0000%  | 0.0000% | $1116292.59        | $1119963.50        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note               | 2031-03-31      | 3.8750%  | 0.0000% | $8931.84           | $8889.95           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $23546075.00       | $21603249.94       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 6.0000%  | 0.0000% | $4215611.28        | $4160183.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $1679873.31        | $1703290.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $66166.97          | $55646.47          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $3199466.67        | $3016186.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.0000%  | 0.0000% | $726545.56         | $681641.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $34460922.22       | $29287691.96       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2056-03-01      | 4.5000%  | 0.0000% | $42881477.23       | $41491817.20       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 2.0000%  | 0.0000% | $24128614.56       | $19448470.25       | Agency Mortgage-Backed Securities  |

### Security 99: 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_0401
- **C.18 - Value (incl. sponsor support):** $518000000.00
- **C.18.a - Value (excl. sponsor support):** $518000000.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $21935400.00       | $8058385.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 0.0000%  | 0.0000% | $25600.00          | $9155.66           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 0.0000%  | 0.0000% | $5300.00           | $1795.27           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 0.0000%  | 0.0000% | $55338900.00       | $17825821.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 0.0000%  | 0.0000% | $174505300.00      | $54752608.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.6250%  | 0.0000% | $780400.00         | $1676715.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 3.8750%  | 0.0000% | $950900.00         | $2064017.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-05-15      | 4.2500%  | 0.0000% | $647900.00         | $637834.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-08-15      | 3.1250%  | 0.0000% | $49999900.00       | $39350338.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 0.7500%  | 0.0000% | $1076400.00        | $1068656.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 1.0000%  | 0.0000% | $21995800.00       | $20155332.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $71.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $93.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-11-15      | 4.6250%  | 0.0000% | $4172300.00        | $4093600.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $133.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $192200.00         | $185661.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $96300.00          | $94944.96          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 4.6250%  | 0.0000% | $22485400.00       | $23583409.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-31      | 4.6250%  | 0.0000% | $65789900.00       | $68745531.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $729400.00         | $772058.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $101.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-31      | 4.5000%  | 0.0000% | $2506200.00        | $2593437.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $14716300.00       | $14904493.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $1181100.00        | $1194875.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 3.6250%  | 0.0000% | $265254400.00      | $265835269.03      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 0.0000%  | 0.0000% | $3187.32           | $2279.05           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 0.0000%  | 0.0000% | $1139309.96        | $794713.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 0.0000%  | 0.0000% | $1069.61           | $727.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 0.0000%  | 0.0000% | $3377.60           | $2992.69           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-08-15      | 0.0000%  | 0.0000% | $16466.50          | $8658.27           | U.S. Treasuries (including strips) |

### Security 100: 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_0401
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 3.9500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 4.0000%  | 0.0000% | $8527.00           | $1002.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $5003.00           | $297.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 6.0000%  | 0.0000% | $1000.00           | $73.05             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 4.0000%  | 0.0000% | $1024.00           | $80.31             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 3.5000%  | 0.0000% | $1732120.00        | $155294.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $1024.00           | $94.02             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $75108.00          | $7383.42           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $1000.00           | $85.90             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $2000.00           | $269.11            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $1000.00           | $219.67            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $1000.00           | $208.12            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $10135741.00       | $2441435.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-07-01      | 5.5000%  | 0.0000% | $1000.00           | $821.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 5.0000%  | 0.0000% | $1000.00           | $926.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $940.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $861.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $908.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1008.00           | $874.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.5000%  | 0.0000% | $1024.00           | $731.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.0000%  | 0.0000% | $1008.00           | $888.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.5000%  | 0.0000% | $2048.00           | $1207.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $924.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $854.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $930.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $873.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $707.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $744.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $724.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $921.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $857.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $947.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $870.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $2048.00           | $1845.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $911.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $1024.00           | $815.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $931.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $898.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $894.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $857.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1120.00           | $1019.98           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $738.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $991.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $960.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $962.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $924.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $926.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $978.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $970.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $965.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1023.00           | $1036.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-11-15      | 4.0000%  | 0.0000% | $4183.00           | $436.67            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-15      | 4.0000%  | 0.0000% | $23850.00          | $892.37            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-05-15      | 3.5000%  | 0.0000% | $1028.00           | $125.23            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-09-15      | 4.5000%  | 0.0000% | $15336.00          | $867.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $69357310.00       | $9735057.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $79435142.00       | $13778060.60       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $15235152.00       | $7710661.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.5000%  | 0.0000% | $928077.00         | $191154.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-02-15      | 3.0000%  | 0.0000% | $2054.00           | $9.85              | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-03-15      | 3.5000%  | 0.0000% | $1071.00           | $4.34              | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-04-15      | 3.5000%  | 0.0000% | $1006.00           | $40.74             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-06-15      | 2.5000%  | 0.0000% | $3007.00           | $28.06             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-09-15      | 2.5000%  | 0.0000% | $1533.00           | $162.72            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-05-15      | 2.5000%  | 0.0000% | $1543.00           | $32.86             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-15      | 3.0000%  | 0.0000% | $1000.00           | $99.23             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-15      | 3.0000%  | 0.0000% | $6840.00           | $690.27            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $1000.00           | $68.77             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-06-20      | 3.0000%  | 0.0000% | $1013.00           | $8.36              | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-02-20      | 2.5000%  | 0.0000% | $1011.00           | $22.60             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $1000.00           | $55.01             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-04-20      | 4.0000%  | 0.0000% | $1000.00           | $32.42             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-04-20      | 4.0000%  | 0.0000% | $1000.00           | $32.09             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $1000.00           | $100.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $20536.00          | $1453.79           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-08-20      | 3.0000%  | 0.0000% | $1385.00           | $73.46             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-06-20      | 5.5000%  | 0.0000% | $1001.00           | $59.16             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-11-20      | 4.0000%  | 0.0000% | $1916.00           | $173.58            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $1001.00           | $91.48             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-03-20      | 4.0000%  | 0.0000% | $1001.00           | $84.38             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 5.0000%  | 0.0000% | $1000.00           | $85.00             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 4.5000%  | 0.0000% | $1000.00           | $82.36             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $5593.00           | $530.60            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $18796.00          | $1382.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $5615.00           | $493.54            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $1047.00           | $74.50             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $2248.00           | $685.31            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 4.0000%  | 0.0000% | $1120.00           | $338.31            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $103688114.00      | $71913991.72       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $900081.00         | $443377.49         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $14549580.00       | $8819794.78        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1159063.00        | $837838.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $216430.00         | $140503.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $7000.00           | $5134.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $16741320.00       | $8149595.42        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $46897984.00       | $34138052.72       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1008828.00        | $675645.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $39770000.00       | $15432350.70       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $46468216.00       | $38092450.04       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $7192.00           | $5125.91           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $245877.00         | $208795.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-02-20      | 5.5000%  | 0.0000% | $1646000.00        | $1039913.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $7000.00           | $5260.64           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 4.0000%  | 0.0000% | $114407925.00      | $99443755.54       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1000.00           | $599.77            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 4.0000%  | 0.0000% | $1000.00           | $416.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $1745040.00        | $938050.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $4476399.00        | $3048193.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.5000%  | 0.0000% | $3079192.00        | $1895086.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $186.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $1086.00           | $131.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $153.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $48888988.00       | $8208599.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $769.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $348.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $722040.00         | $608358.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $921.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1898542.00        | $1790686.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $907.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1895192.00        | $1936770.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1008.00           | $1049.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $953.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.25           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2045-05-15      | 5.0000%  | 0.0000% | $300.00            | $309.39            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $125000.00         | $87803.17          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $99000.00          | $62747.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $44999.00          | $30488.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $21178624.00       | $15735224.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $1024065.00        | $207966.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $110115.00         | $12339.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $64427539.00       | $29469035.74       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1197.00           | $611.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $48635488.00       | $23081324.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 1.5000%  | 0.0000% | $1868628.00        | $930609.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2153643.00        | $1281532.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 3.5000%  | 0.0000% | $531316.00         | $167675.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $540883.00         | $341370.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $719940.00         | $448158.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $2215330.00        | $1420140.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $999000.00         | $655097.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $101000.00         | $70745.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $24999000.00       | $16826572.85       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $90584.00          | $63738.25          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $318000.00         | $221094.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $361998.00         | $254557.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $2966130.00        | $2373995.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.5000%  | 0.0000% | $21578176.00       | $15377035.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $764.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $13000.00          | $10437.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $6237696.00        | $4487852.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $808.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $1024.00           | $896.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $24992000.00       | $19990485.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $933321.00         | $789631.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $838.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $8233.00           | $6570.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $999000.00         | $843705.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $75000.00          | $54108.45          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $822.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $724.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $830.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $1008.00           | $828.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $408337.00         | $283805.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $827.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $5599896.00        | $5045452.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $894.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $861.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $834.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $866.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $49949572.00       | $45203801.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 4.5000%  | 0.0000% | $17912936.00       | $15579665.97       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1120.00           | $996.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $917.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $2001.00           | $1615.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $3003932.00        | $2783036.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $943.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $3203312.00        | $2951743.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $873.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $866.04            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2028-06-30      | 1.2500%  | 0.0000% | $7300.00           | $6921.55           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2054-09-01      | 7.0000%  | 0.0000% | $24921900.00       | $21041389.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1093000.00        | $715966.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1025.00           | $949.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $654.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $4262250.00        | $2999910.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $949.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $873.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $106850.00         | $97418.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $940.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $944.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $885.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $849.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $925.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $958.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $2316591.00        | $2062932.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $337497.00         | $305505.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $967.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $2072.00           | $1914.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $970.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1007.00           | $992.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $991.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $987.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $859600.00         | $848390.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $967.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1042497.00        | $1094032.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1081195.00        | $1124272.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $991.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1004.00           | $1021.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $2415.00           | $2389.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $965.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1012.00           | $1039.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-03-01      | 4.5000%  | 0.0000% | $1000.00           | $981.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $933.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $923.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $835.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $937.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $854.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $650000.00         | $581437.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $811.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1008.00           | $832.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $5257788.00        | $4649606.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $837.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $771.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1035.00           | $835.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 5.0000%  | 0.0000% | $1008.00           | $856.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $874.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $952.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $3891.00           | $3406.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $1072.00           | $992.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $848.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $903.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $932.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $9959194.00        | $8027170.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $983.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $2064.00           | $1798.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $908.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $982.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $1019.00           | $971.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1010.00           | $825.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1785056.00        | $1779475.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1032.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $1040.00           | $950.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $868.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $837.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $1024.00           | $990.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 3.5000%  | 0.0000% | $1007.00           | $930.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-10-01      | 3.5000%  | 0.0000% | $1011.00           | $154.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-03-01      | 4.5000%  | 0.0000% | $1000.00           | $213.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $227.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $1120.00           | $304.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $181.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $169.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 3.0000%  | 0.0000% | $34902911.00       | $8525862.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $245.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $1000.00           | $290.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $233.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $464013.00         | $184422.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $425.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 3.5000%  | 0.0000% | $1000.00           | $454.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-07-01      | 4.5000%  | 0.0000% | $1000.00           | $482.72            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2030-10-31      | 3.6250%  | 0.0000% | $3200.00           | $3207.01           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $634.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $559.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $709.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1421.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $717.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.5000%  | 0.0000% | $26017664.00       | $21064918.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $725.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $728.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $23254389.00       | $13366033.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $771.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 7.0000%  | 0.0000% | $12845.00          | $8030.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $889.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $916.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1120.00           | $1119.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1017.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $937.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $980.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $4506880.00        | $3914283.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1006.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $992.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1017.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1091130.00        | $606780.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1018140.00        | $885183.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $1000.00           | $87.66             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-10-01      | 4.5000%  | 0.0000% | $2901000.00        | $346190.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-12-01      | 5.9000%  | 0.0000% | $1000.00           | $27.86             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $3892.00           | $33.26             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $8841.00           | $1404.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $1024.00           | $101.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $166.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-03-01      | 3.5000%  | 0.0000% | $1024.00           | $160.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-04-01      | 3.0000%  | 0.0000% | $1000.00           | $25.79             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-05-01      | 2.5000%  | 0.0000% | $1000.00           | $94.95             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-03-01      | 4.5000%  | 0.0000% | $686819.00         | $123677.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-05-01      | 3.5000%  | 0.0000% | $1000.00           | $120.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-08-01      | 2.5000%  | 0.0000% | $1000.00           | $176.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-09-01      | 2.0000%  | 0.0000% | $1000.00           | $9.89              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 2.5000%  | 0.0000% | $1000.00           | $343.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1066.00           | $192.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-02-01      | 2.5000%  | 0.0000% | $1007.00           | $16.53             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $4093.00           | $544.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $1002.00           | $123.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 2.5000%  | 0.0000% | $1001.00           | $120.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 2.5000%  | 0.0000% | $1000.00           | $486.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1024.00           | $639.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $559012.00         | $54197.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $115.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $4993985.00        | $402198.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-12-01      | 3.0000%  | 0.0000% | $2292000.00        | $307054.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $168.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $1000.00           | $219.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 2.5000%  | 0.0000% | $1156000.00        | $194750.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $1000.00           | $217.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $118.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $5860000.00        | $2446089.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1152.00           | $651.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $2183872.00        | $1641505.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $45000.00          | $37811.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-04-01      | 2.0000%  | 0.0000% | $1001.00           | $437.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $88000.00          | $63953.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1048.00           | $780.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $641.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 4.0000%  | 0.0000% | $1000.00           | $497.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $17000.00          | $7548.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1024.00           | $612.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 5.5000%  | 0.0000% | $254876.00         | $201190.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $528.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $913.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $218113.00         | $194590.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1026.00           | $667.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $923.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $10346.00          | $8642.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $963.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1280.00           | $967.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $11574757.00       | $11342157.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 3.5000%  | 0.0000% | $1031.00           | $51.35             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $875.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $533.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $867.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1008.00           | $847.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $726.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $2008.00           | $1358.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $885.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $968.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $932.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $2008.00           | $1905.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 7.0000%  | 0.0000% | $1999.00           | $1409.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $944.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $499.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $975.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $978.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $849.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $803.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $948.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1040.00           | $1050.50           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $988.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $2048.00           | $1791.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $79923.00          | $69897.89          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $953.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $917.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $967.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $869.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1001.00           | $1035.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $779.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $973.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $909.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $979.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $974.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $963.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $980.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $926.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $984.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $917.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1023.00           | $956.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $974.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1011.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1042.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $979.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $979.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $937.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $991.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $868.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1040.00           | $961.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $829.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $932.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $3691199.00        | $3348532.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $2062.00           | $1799.18           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $953.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $8391897.00        | $7587611.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $973.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1001.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $2048.00           | $1903.27           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $21554960.00       | $20815451.62       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $927.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $927.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $934.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.5000%  | 0.0000% | $1040.00           | $920.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $33386400.00       | $30991923.18       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $921.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $1008.00           | $993.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $971.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $771.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $785.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $964.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $987.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.5000%  | 0.0000% | $1024.00           | $956.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $974.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1019.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $1040.00           | $940.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $979.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $998.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $1008.00           | $1033.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 2.5000%  | 0.0000% | $1008.00           | $865.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $889.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1008.00           | $904.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1006.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $987.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $1024.00           | $833.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $719.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $650.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $582.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $903.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.5000%  | 0.0000% | $1008.00           | $720.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 4.5000%  | 0.0000% | $1008.00           | $942.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $967.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.0000%  | 0.0000% | $1080.00           | $921.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.0000%  | 0.0000% | $1024.00           | $753.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $847.85            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $402001.00         | $58897.35          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $152938764.00      | $153343384.41      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $2044000.00        | $1654793.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $37258120.00       | $22177403.91       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $224176567.00      | $175664191.54      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $8615129.00        | $7066154.23        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $3203567.00        | $3195943.08        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1557476.00        | $1551278.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1094656.00        | $1123136.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $22977984.00       | $22830848.32       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-03-15      | 5.2000%  | 0.0000% | $744346.00         | $750664.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $1001.00           | $23.80             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $95877.00          | $9146.32           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $47595226.00       | $19403649.36       | Agency Mortgage-Backed Securities  |

## N-MFP: Signatures

**Registrant:** Government Cash Management Portfolio

**Date:** 2026-04-07

**By:** /s/Diane Kenneally

**Name of Signing Officer:** Diane Kenneally

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