# EDGAR Filing Document

**Accession Number:** 0000862064
**File Stem:** 0001145549-25-038908
**Filing Date:** 2025-6
**Character Count:** 276644
**Document Hash:** eb5982b0a86876871f185ae56cbcce87
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038908.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038908

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**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:** 251029921

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-05-31

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

**CIK Number of Registrant:** 0000862064

**LEI of Registrant:** 549300DFUINPMFFE3C04

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

**LEI of Series:** 549300DFUINPMFFE3C04

**EDGAR Series Identifier:** S000009009

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 25 days

- **WAL:** 79 days

- **Total Value of Portfolio Securities:** $36239844719.14

- **Amortized Cost of Portfolio Securities:** $36238460498.73

- **Cash:** $60225.41

- **Total Other Assets:** $55284484.31

- **Total Liabilities:** $4344324.93

- **Net Assets of Series:** $36289460883.52

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $28316928544.09           | $28424266920.47            | 86.0400%                  | 86.3600%                   |
| 2025-05-02 | $29478768396.24           | $29479656947.77            | 86.7600%                  | 86.7700%                   |
| 2025-05-05 | $31000883562.27           | $31001772425.54            | 87.3500%                  | 87.3500%                   |
| 2025-05-06 | $31963992206.63           | $31964881175.72            | 87.6800%                  | 87.6800%                   |
| 2025-05-07 | $30931369624.95           | $30932258684.89            | 87.3200%                  | 87.3200%                   |
| 2025-05-08 | $29495188790.45           | $29496077965.71            | 86.7800%                  | 86.7800%                   |
| 2025-05-09 | $30835889823.94           | $30838363003.76            | 87.2700%                  | 87.2700%                   |
| 2025-05-12 | $31749496757.41           | $31751970738.30            | 87.6000%                  | 87.6000%                   |
| 2025-05-13 | $31531868867.75           | $31534343150.21            | 87.5200%                  | 87.5300%                   |
| 2025-05-14 | $31561924775.53           | $31564399372.30            | 87.5300%                  | 87.5400%                   |
| 2025-05-15 | $31720262114.14           | $31751847301.03            | 87.5900%                  | 87.6700%                   |
| 2025-05-16 | $32268367004.30           | $32299952178.88            | 87.7500%                  | 87.8400%                   |
| 2025-05-19 | $33347575657.64           | $33379161416.48            | 88.1200%                  | 88.2000%                   |
| 2025-05-20 | $31759484497.65           | $31791070410.46            | 87.6000%                  | 87.6800%                   |
| 2025-05-21 | $32259775755.84           | $32261361855.74            | 87.8400%                  | 87.8400%                   |
| 2025-05-22 | $31305701021.42           | $31307287317.15            | 87.3500%                  | 87.3500%                   |
| 2025-05-23 | $31285735278.16           | $31287321748.90            | 87.3100%                  | 87.3100%                   |
| 2025-05-27 | $32112981985.12           | $32196570348.50            | 87.6100%                  | 87.8400%                   |
| 2025-05-28 | $32179007299.97           | $32262595647.93            | 87.6300%                  | 87.8600%                   |
| 2025-05-29 | $32183921509.76           | $32267509799.64            | 87.2300%                  | 87.4500%                   |
| 2025-05-30 | $31572880671.07           | $31656468627.07            | 86.9900%                  | 87.2200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 0.0000%             |
| 2025-05-02 | 0.0000%             |
| 2025-05-05 | 0.0000%             |
| 2025-05-06 | 0.0000%             |
| 2025-05-07 | 0.0000%             |
| 2025-05-08 | 0.0000%             |
| 2025-05-09 | 0.0000%             |
| 2025-05-12 | 0.0000%             |
| 2025-05-13 | 0.0000%             |
| 2025-05-14 | 0.0000%             |
| 2025-05-15 | 0.0000%             |
| 2025-05-16 | 0.0000%             |
| 2025-05-19 | 0.0000%             |
| 2025-05-20 | 0.0000%             |
| 2025-05-21 | 0.0000%             |
| 2025-05-22 | 0.0000%             |
| 2025-05-23 | 0.0000%             |
| 2025-05-27 | 0.0000%             |
| 2025-05-28 | 0.0000%             |
| 2025-05-29 | 0.0000%             |
| 2025-05-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 0.0000                      |
|  |  |
| 2025-05-02 | 0.0000                      |
|  |  |
| 2025-05-05 | 0.0000                      |
|  |  |
| 2025-05-06 | 0.0000                      |
|  |  |
| 2025-05-07 | 0.0000                      |
|  |  |
| 2025-05-08 | 0.0000                      |
|  |  |
| 2025-05-09 | 0.0000                      |
|  |  |
| 2025-05-12 | 0.0000                      |
|  |  |
| 2025-05-13 | 0.0000                      |
|  |  |
| 2025-05-14 | 0.0000                      |
|  |  |
| 2025-05-15 | 0.0000                      |
|  |  |
| 2025-05-16 | 0.0000                      |
|  |  |
| 2025-05-19 | 0.0000                      |
|  |  |
| 2025-05-20 | 0.0000                      |
|  |  |
| 2025-05-21 | 0.0000                      |
|  |  |
| 2025-05-22 | 0.0000                      |
|  |  |
| 2025-05-23 | 0.0000                      |
|  |  |
| 2025-05-27 | 0.0000                      |
|  |  |
| 2025-05-28 | 0.0000                      |
|  |  |
| 2025-05-29 | 0.0000                      |
|  |  |
| 2025-05-30 | 0.0000                      |
|  |  |

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

### Class: Government Cash Management Portfolio

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $36289460883.52

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 918031.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.0000          |
|  |  |
| 2025-05-02 | 0.0000          |
|  |  |
| 2025-05-05 | 0.0000          |
|  |  |
| 2025-05-06 | 0.0000          |
|  |  |
| 2025-05-07 | 0.0000          |
|  |  |
| 2025-05-08 | 0.0000          |
|  |  |
| 2025-05-09 | 0.0000          |
|  |  |
| 2025-05-12 | 0.0000          |
|  |  |
| 2025-05-13 | 0.0000          |
|  |  |
| 2025-05-14 | 0.0000          |
|  |  |
| 2025-05-15 | 0.0000          |
|  |  |
| 2025-05-16 | 0.0000          |
|  |  |
| 2025-05-19 | 0.0000          |
|  |  |
| 2025-05-20 | 0.0000          |
|  |  |
| 2025-05-21 | 0.0000          |
|  |  |
| 2025-05-22 | 0.0000          |
|  |  |
| 2025-05-23 | 0.0000          |
|  |  |
| 2025-05-27 | 0.0000          |
|  |  |
| 2025-05-28 | 0.0000          |
|  |  |
| 2025-05-29 | 0.0000          |
|  |  |
| 2025-05-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $0.00                     | $0.00                   |
| 2025-05-02 | $0.00                     | $0.00                   |
| 2025-05-05 | $0.00                     | $0.00                   |
| 2025-05-06 | $0.00                     | $0.00                   |
| 2025-05-07 | $0.00                     | $0.00                   |
| 2025-05-08 | $0.00                     | $0.00                   |
| 2025-05-09 | $0.00                     | $0.00                   |
| 2025-05-12 | $0.00                     | $0.00                   |
| 2025-05-13 | $0.00                     | $0.00                   |
| 2025-05-14 | $0.00                     | $0.00                   |
| 2025-05-15 | $0.00                     | $0.00                   |
| 2025-05-16 | $0.00                     | $0.00                   |
| 2025-05-19 | $0.00                     | $0.00                   |
| 2025-05-20 | $0.00                     | $0.00                   |
| 2025-05-21 | $0.00                     | $0.00                   |
| 2025-05-22 | $0.00                     | $0.00                   |
| 2025-05-23 | $0.00                     | $0.00                   |
| 2025-05-27 | $0.00                     | $0.00                   |
| 2025-05-28 | $0.00                     | $0.00                   |
| 2025-05-29 | $0.00                     | $0.00                   |
| 2025-05-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 0.0000%           |
| 2025-05-02 | 0.0000%           |
| 2025-05-05 | 0.0000%           |
| 2025-05-06 | 0.0000%           |
| 2025-05-07 | 0.0000%           |
| 2025-05-08 | 0.0000%           |
| 2025-05-09 | 0.0000%           |
| 2025-05-12 | 0.0000%           |
| 2025-05-13 | 0.0000%           |
| 2025-05-14 | 0.0000%           |
| 2025-05-15 | 0.0000%           |
| 2025-05-16 | 0.0000%           |
| 2025-05-19 | 0.0000%           |
| 2025-05-20 | 0.0000%           |
| 2025-05-21 | 0.0000%           |
| 2025-05-22 | 0.0000%           |
| 2025-05-23 | 0.0000%           |
| 2025-05-27 | 0.0000%           |
| 2025-05-28 | 0.0000%           |
| 2025-05-29 | 0.0000%           |
| 2025-05-30 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.340000%
- **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_4.34_0602
- **C.18 - Value (incl. sponsor support):** $832500000.00
- **C.18.a - Value (excl. sponsor support):** $832500000.00
- **C.19 - Percentage of Net Assets:** 2.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $26397700.00       | $27014385.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $10011400.00       | $10218535.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $19660500.00       | $19902528.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $400.00            | $402.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $400.00            | $398.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-28      | 0.0000%  | 0.0000% | $24025800.00       | $23771126.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-05      | 0.0000%  | 0.0000% | $19958200.00       | $19801168.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-14      | 0.0000%  | 0.0000% | $70804400.00       | $68085511.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 6.6250%  | 0.0000% | $1394600.00        | $1486020.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $467344000.00      | $593179243.26      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 2.1250%  | 0.0000% | $6176100.00        | $6116572.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 0.3750%  | 0.0000% | $100.00            | $97.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-31      | 0.3750%  | 0.0000% | $12711000.00       | $12398738.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-15      | 3.0000%  | 0.0000% | $1246500.00        | $1258022.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-15      | 4.5000%  | 0.0000% | $14181800.00       | $14214464.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-31      | 4.7500%  | 0.0000% | $22858700.00       | $23229117.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $27903600.00       | $28473719.60       | U.S. Treasuries (including strips) |

### Security 2: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 06399K002, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: 06399K002_4.35_0602
- **C.18 - Value (incl. sponsor support):** $874000000.00
- **C.18.a - Value (excl. sponsor support):** $874000000.00
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2031-03-15      | 0.0000%  | 0.0000% | $1179000.00        | $916330.59         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2030-05-15      | 0.0000%  | 0.0000% | $12400000.00       | $10054540.00       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2030-05-15      | 7.2500%  | 0.0000% | $1667000.00        | $1909549.89        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2030-11-15      | 6.6250%  | 0.0000% | $6498000.00        | $7303423.31        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2029-09-01      | 5.6250%  | 0.0000% | $8.00              | $0.00              | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2025-06-25      | 6.0000%  | 0.0000% | $124581.00         | $0.04              | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2027-09-01      | 7.0000%  | 0.0000% | $1326.00           | $0.15              | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2029-07-01      | 7.0000%  | 0.0000% | $1011.00           | $0.07              | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2053-06-20      | 6.0000%  | 0.0000% | $130440293.00      | $90099738.44       | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2053-03-20      | 6.0000%  | 0.0000% | $57709696.00       | $36248970.47       | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2053-09-20      | 6.5000%  | 0.0000% | $96118116.00       | $55508926.10       | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2054-01-20      | 4.0000%  | 0.0000% | $42257152.00       | $37610379.97       | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2054-11-20      | 5.5000%  | 0.0000% | $16648654.00       | $16319999.93       | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2055-02-20      | 5.5000%  | 0.0000% | $85281281.00       | $84266271.89       | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $35986681.00       | $35774230.71       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.      | 2035-06-01      | 7.3750%  | 0.0000% | $4105.00           | $22.14             | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.      | 2035-03-01      | 4.2430%  | 0.0000% | $171324.00         | $4051.77           | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 7.3220%  | 0.0000% | $8929600.00        | $210296.31         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $37852022.00       | $32186688.68       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $103530.00         | $88156.31          | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $1498000.00        | $1219856.17        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $681000.00         | $647482.09         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $273502.00         | $259047.53         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $455429.00         | $450569.91         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $360511.00         | $253725.28         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 2.5760%  | 0.0000% | $505517.00         | $67603.60          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2043-10-01      | 4.0000%  | 0.0000% | $2336428.00        | $361378.28         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $7294477.00        | $6675526.64        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $42922.00          | $43620.32          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $333783.00         | $57843.10          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $91616057.00       | $91184687.93       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $76470.00          | $52540.32          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $53416197.00       | $54054271.76       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-09-01      | 6.7740%  | 0.0000% | $1550769.00        | $11558.64          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2039-04-01      | 4.5000%  | 0.0000% | $1660000.00        | $62128.43          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $2767290.00        | $2496914.17        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $42291.00          | $36827.58          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $104543455.00      | $83997864.31       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $7998180.00        | $8212764.41        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $2135583.00        | $2066703.68        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $1593171.00        | $1552952.64        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $2323500.00        | $2262698.13        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $16195936.00       | $16113690.87       | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2042-12-15      | 2.5000%  | 0.0000% | $53047.00          | $7942.51           | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2042-08-15      | 3.5000%  | 0.0000% | $158636.00         | $10093.85          | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2038-11-20      | 6.5000%  | 0.0000% | $296993.00         | $19172.27          | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2044-10-20      | 4.0000%  | 0.0000% | $123000.00         | $8173.43           | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2044-11-20      | 4.0000%  | 0.0000% | $315978.00         | $20982.65          | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2045-12-20      | 3.0000%  | 0.0000% | $1057490.00        | $122084.82         | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2038-10-20      | 6.5000%  | 0.0000% | $48004.00          | $9015.05           | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2052-06-20      | 2.0000%  | 0.0000% | $161693.00         | $106615.91         | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2049-05-20      | 5.5000%  | 0.0000% | $4213.00           | $2216.54           | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2053-02-20      | 5.0000%  | 0.0000% | $135549.00         | $108809.52         | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2053-02-20      | 7.0000%  | 0.0000% | $96000.00          | $42032.96          | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2050-02-20      | 7.0000%  | 0.0000% | $223691.00         | $236172.43         | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2055-04-20      | 6.0000%  | 0.0000% | $206750.00         | $211012.54         | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2055-05-20      | 6.0000%  | 0.0000% | $125451.00         | $128305.81         | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2055-01-20      | 5.0000%  | 0.0000% | $79960.00          | $77167.78          | Agency Mortgage-Backed Securities   |
| U.S. Treasury Note                    | 2029-07-31      | 4.0000%  | 0.0000% | $400.00            | $405.64            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.30            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $103.71            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2035-01-15      | 2.1250%  | 0.0000% | $153731600.00      | $157322973.09      | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2035-02-15      | 4.6250%  | 0.0000% | $400.00            | $411.81            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.78             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2033-02-15      | 0.0000%  | 0.0000% | $0.04              | $0.03              | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2034-11-15      | 0.0000%  | 0.0000% | $0.92              | $0.60              | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2047-02-15      | 0.0000%  | 0.0000% | $863000.00         | $286352.03         | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2046-08-15      | 2.2500%  | 0.0000% | $47524900.00       | $30617350.71       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2029-07-15      | 0.2500%  | 0.0000% | $100.00            | $119.24            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2026-01-15      | 0.6250%  | 0.0000% | $100.00            | $134.17            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2027-01-15      | 0.3750%  | 0.0000% | $500.00            | $652.71            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $116.34            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2030-11-15      | 0.8750%  | 0.0000% | $2000.00           | $1691.11           | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2027-10-31      | 0.5000%  | 0.0000% | $280700.00         | $258753.08         | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2030-05-15      | 0.0000%  | 0.0000% | $43.92             | $35.80             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2039-11-15      | 0.0000%  | 0.0000% | $15.60             | $7.56              | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2040-08-15      | 0.0000%  | 0.0000% | $7.60              | $3.51              | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2041-02-15      | 0.0000%  | 0.0000% | $42483.52          | $19108.20          | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2044-02-15      | 0.0000%  | 0.0000% | $3.01              | $1.14              | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2028-09-30      | 1.2500%  | 0.0000% | $1500.00           | $1378.15           | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2032-01-15      | 0.1250%  | 0.0000% | $1000.00           | $1032.39           | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2027-04-15      | 0.1250%  | 0.0000% | $200.00            | $221.25            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2029-05-31      | 2.7500%  | 0.0000% | $200.00            | $193.82            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2032-07-15      | 0.6250%  | 0.0000% | $200.00            | $203.17            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2030-05-31      | 3.7500%  | 0.0000% | $4000.00           | $4024.59           | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $102.42            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $103.48            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $102.92            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2034-01-15      | 1.7500%  | 0.0000% | $20707000.00       | $21206797.80       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $197.19            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2031-02-28      | 4.2500%  | 0.0000% | $1100.00           | $1120.42           | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2031-05-31      | 4.6250%  | 0.0000% | $200.00            | $209.89            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.41            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2029-06-30      | 4.2500%  | 0.0000% | $2100.00           | $2158.97           | U.S. Treasuries (including strips)  |

### Security 3: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799K008, C.3 - LEI: N/A, C.5 - Other ID: 06799K008_4.34_0602
- **C.18 - Value (incl. sponsor support):** $648700000.00
- **C.18.a - Value (excl. sponsor support):** $648700000.00
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2049-05-15      | 2.8750%  | 0.0000% | $42621900.00       | $29944181.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $97.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $376838600.00      | $485810072.48      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-15      | 1.6250%  | 0.0000% | $11854100.00       | $11578769.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $35409000.00       | $35978125.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 0.0000%  | 0.0000% | $6293255.50        | $4382604.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 0.0000%  | 0.0000% | $100434065.38      | $66239178.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-02-15      | 0.0000%  | 0.0000% | $29164000.00       | $16768133.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-08-15      | 0.0000%  | 0.0000% | $358.39            | $90.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-08-15      | 0.0000%  | 0.0000% | $44928665.60       | $10972748.28       | U.S. Treasuries (including strips) |

### Security 4: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 165999004, C.3 - LEI: N/A, C.5 - Other ID: 165999004_4.34_0602
- **C.18 - Value (incl. sponsor support):** $1153600000.00
- **C.18.a - Value (excl. sponsor support):** $1153600000.00
- **C.19 - Percentage of Net Assets:** 3.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2041-11-15      | 3.1250%  | 0.0000% | $885916800.00      | $712319433.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 4.0000%  | 0.0000% | $17742400.00       | $17968654.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $444181900.00      | $446383913.56      | U.S. Treasuries (including strips) |

### Security 5: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 165999004, C.3 - LEI: N/A, C.5 - Other ID: 165999004_4.35_0602
- **C.18 - Value (incl. sponsor support):** $1246800000.00
- **C.18.a - Value (excl. sponsor support):** $1246800000.00
- **C.19 - Percentage of Net Assets:** 3.4400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-11-01      | 1.5000%  | 0.0000% | $1000000.00        | $498352.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 2.5000%  | 0.0000% | $100000.00         | $56830.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $100000.00         | $58296.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $870931.00         | $532680.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 2.0000%  | 0.0000% | $90378624.00       | $48644118.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 2.0000%  | 0.0000% | $79267200.00       | $48653498.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $1069334.00        | $682237.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 1.5000%  | 0.0000% | $904908.00         | $614209.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.0000%  | 0.0000% | $75004080.00       | $47969451.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $2552332.00        | $1795639.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $5000000.00        | $4099770.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $2732136.00        | $2017288.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $15082656.00       | $11543332.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $2908492.00        | $2628865.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $347501.00         | $303645.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $1523938.00        | $1460255.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $2860848.00        | $2058148.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $8294656.00        | $7862323.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $200000.00         | $187357.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $8977072.00        | $7752739.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $95704.00          | $75263.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $19192320.00       | $18716574.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $92036.00          | $84589.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $9763880.00        | $9851740.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $695495.00         | $630225.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $16819904.00       | $16543079.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $24079488.00       | $23406615.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $3177188.00        | $2863863.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $31695840.00       | $27963845.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $9058848.00        | $7741450.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.9430%  | 0.0000% | $10155888.00       | $9587735.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $17387936.00       | $16452544.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $21776544.00       | $19020452.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $3344268.00        | $3232181.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1612308.00        | $1599481.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1094144.00        | $1128372.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $2376250.00        | $2221942.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $59462.00          | $56041.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $3811480.00        | $3717912.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $13096380.00       | $12854288.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1079478.00        | $1099262.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $3567208.00        | $3612529.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1180792.00        | $1147196.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $1159110.00        | $1204813.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.6710%  | 0.0000% | $1803500.00        | $972260.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1651284.00        | $1726037.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $10236080.00       | $9938292.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1869974.00        | $1857722.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1199764.00        | $1243401.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 7.0000%  | 0.0000% | $3876350.00        | $4068825.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $8748928.00        | $9041374.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $2121264.00        | $2198340.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $5991944.00        | $6072455.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $24107840.00       | $24454344.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 7.0000%  | 0.0000% | $1784020.00        | $1114892.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $11691248.00       | $11372806.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 7.0000%  | 0.0000% | $1158618.00        | $1220460.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $3407572.00        | $3411999.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 7.0000%  | 0.0000% | $1174270.00        | $1238041.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $15151520.00       | $15041472.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1297500.00        | $1341008.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $7511376.00        | $7462165.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5510%  | 0.0000% | $10294544.00       | $10401154.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 7.0000%  | 0.0000% | $1284488.00        | $1355616.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1064762.00        | $1086564.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1392436.00        | $1439588.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $18700768.00       | $12609790.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $13284900.00       | $8412769.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $1328442.00        | $1146973.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $89000.00          | $74897.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1977144.00        | $1305955.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $3981384.00        | $3545679.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.0000%  | 0.0000% | $3204596.00        | $736190.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $91482.00          | $8488.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 3.5000%  | 0.0000% | $3511636.00        | $475537.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.0000%  | 0.0000% | $196000.00         | $39674.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $66558.00          | $5941.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.0000%  | 0.0000% | $428091.00         | $44859.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.5000%  | 0.0000% | $508511.00         | $58049.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $22700000.00       | $6628311.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $2857740.00        | $430799.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 3.8900%  | 0.0000% | $7012728.00        | $6787467.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.4900%  | 0.0000% | $2120000.00        | $1792873.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 3.9600%  | 0.0000% | $2201000.00        | $2117802.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 3.6800%  | 0.0000% | $11290896.00       | $11067759.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 2.9700%  | 0.0000% | $12691500.00       | $12485840.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 3.5900%  | 0.0000% | $1020000.00        | $931339.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 3.9200%  | 0.0000% | $2800000.00        | $2455896.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 3.5900%  | 0.0000% | $5535984.00        | $5061981.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 3.5900%  | 0.0000% | $3085252.00        | $2831335.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 3.6100%  | 0.0000% | $5963520.00        | $5058764.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 3.3400%  | 0.0000% | $4000000.00        | $3577668.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 2.5050%  | 0.0000% | $30112000.00       | $26070813.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 2.3800%  | 0.0000% | $37000000.00       | $33477304.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 2.7400%  | 0.0000% | $4000000.00        | $3766436.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 2.6400%  | 0.0000% | $750710.00         | $698273.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 2.5300%  | 0.0000% | $1585000.00        | $1501459.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 5.0000%  | 0.0000% | $493179.00         | $82660.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 5.0000%  | 0.0000% | $8549472.00        | $35141.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 4.0000%  | 0.0000% | $365285.00         | $55018.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $66000.00          | $8879.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-02-01      | 2.1740%  | 0.0000% | $88135000.00       | $78458428.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 3.0000%  | 0.0000% | $954220.00         | $722568.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 5.0000%  | 0.0000% | $124000.00         | $48848.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $3456676.00        | $2239319.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 1.5000%  | 0.0000% | $291467.00         | $134755.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 4.5000%  | 0.0000% | $35246.00          | $7677.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $11500000.00       | $6274397.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-01      | 1.6000%  | 0.0000% | $8500000.00        | $7211892.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.4350%  | 0.0000% | $11529680.00       | $6127447.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 5.4500%  | 0.0000% | $8011000.00        | $8373972.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $100038.00         | $71763.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $26000.00          | $17079.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.0000%  | 0.0000% | $1306286.00        | $1282707.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $3252010.00        | $3138265.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 7.0000%  | 0.0000% | $2572980.00        | $2714662.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $25000.00          | $15391.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 6.0000%  | 0.0000% | $1421324.00        | $1457980.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $12596960.00       | $12863267.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $5092912.00        | $3818396.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $657293.00         | $441452.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.5000%  | 0.0000% | $1115144.00        | $672208.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $1100000.00        | $886742.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $180000.00         | $139742.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $149705.00         | $117188.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $36239.00          | $27369.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.5000%  | 0.0000% | $1042310.00        | $830813.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 7.0000%  | 0.0000% | $1058356.00        | $626390.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $5071968.00        | $4074258.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $22977824.00       | $18108875.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $2270532.00        | $2260231.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $3150250.00        | $1713645.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $469305.00         | $439260.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1674566.00        | $1624467.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $3322000.00        | $2904758.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1887240.00        | $1493519.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1823310.00        | $1734681.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 4.7600%  | 0.0000% | $15955000.00       | $15811465.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 4.5400%  | 0.0000% | $32470000.00       | $31691506.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 4.5800%  | 0.0000% | $5640000.00        | $5515313.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 4.6100%  | 0.0000% | $30955000.00       | $30554894.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 4.4800%  | 0.0000% | $24059000.00       | $23758524.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $953000.00         | $110361.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 3.5000%  | 0.0000% | $39674.00          | $11635.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $20540000.00       | $5976945.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $105000.00         | $11702.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $900000.00         | $313526.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $501964.00         | $41271.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $350000.00         | $46875.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $3500000.00        | $553033.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $50000000.00       | $11836450.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 5.0000%  | 0.0000% | $108206800.00      | $26258394.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $150770.00         | $11694.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $28500000.00       | $7780067.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $109364.00         | $13219.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $72553856.00       | $7037208.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $435000.00         | $90653.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $400000.00         | $213759.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $342000.00         | $82873.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 3.0000%  | 0.0000% | $670000.00         | $352459.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $25000.00          | $6849.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1369238.00        | $676380.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 4.5000%  | 0.0000% | $3122972.00        | $1263894.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $52288000.00       | $42319964.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $48816768.00       | $38206787.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 2.5000%  | 0.0000% | $530811.00         | $462056.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 3.0000%  | 0.0000% | $1290224.00        | $601981.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $1500000.00        | $773536.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $726110.00         | $477984.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $250000.00         | $198990.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 7.0000%  | 0.0000% | $53302400.00       | $48651658.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 3.5000%  | 0.0000% | $460000.00         | $371938.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 6.0000%  | 0.0000% | $10005980.00       | $423732.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.0000%  | 0.0000% | $2933816.00        | $651528.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 7.5000%  | 0.0000% | $765863.00         | $460981.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 5.0000%  | 0.0000% | $578207.00         | $363890.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $42856960.00       | $36023487.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.5000%  | 0.0000% | $752000.00         | $488678.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-12-01      | 4.0000%  | 0.0000% | $7986000.00        | $7853378.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.0000%  | 0.0000% | $2467970.00        | $2542918.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $2094984.00        | $2085119.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $19000000.00       | $2120619.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $1387022.00        | $216243.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $34000.00          | $6044.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $565000.00         | $145812.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.0000%  | 0.0000% | $1503814.00        | $177514.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 2.0000%  | 0.0000% | $30022.00          | $6436.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $91596.00          | $16422.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $513000.00         | $74316.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 5.0000%  | 0.0000% | $1500000.00        | $275800.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $39886400.00       | $16382073.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $644577.00         | $505734.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $256378.00         | $41186.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.0000%  | 0.0000% | $902424.00         | $193465.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $194976.00         | $66417.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $57385.00          | $6561.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $501561.00         | $145640.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $1099640.00        | $198273.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-12-01      | 2.0000%  | 0.0000% | $141906.00         | $47414.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $972627.00         | $164562.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $1063064.00        | $157782.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-09-01      | 3.7900%  | 0.0000% | $10000000.00       | $9369820.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-06-01      | 7.3750%  | 0.0000% | $1100000.00        | $5133.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-09-01      | 3.6900%  | 0.0000% | $20071000.00       | $19395239.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-08-01      | 3.6500%  | 0.0000% | $2276944.00        | $2240335.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 6.9480%  | 0.0000% | $44702528.00       | $1265397.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $500000.00         | $63019.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 6.3850%  | 0.0000% | $1900000.00        | $58733.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 4.5000%  | 0.0000% | $900000.00         | $116963.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 5.0000%  | 0.0000% | $155085.00         | $23853.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.5000%  | 0.0000% | $39380000.00       | $7456447.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 3.0000%  | 0.0000% | $1217342.00        | $139733.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-01-01      | 2.0000%  | 0.0000% | $135000.00         | $15557.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-06-01      | 2.9300%  | 0.0000% | $3200000.00        | $2709226.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-12-01      | 3.0600%  | 0.0000% | $5000000.00        | $4859630.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 3.6100%  | 0.0000% | $12145504.00       | $11047176.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $200000.00         | $24093.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $200000.00         | $77688.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $138644.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $75000.00          | $10309.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-01-01      | 3.5000%  | 0.0000% | $67493.00          | $6392.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $1500000.00        | $205779.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 3.0000%  | 0.0000% | $76000.00          | $7838.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 3.5000%  | 0.0000% | $84000.00          | $12133.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $50034368.00       | $13555332.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $110000.00         | $15572.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-01      | 4.0000%  | 0.0000% | $1015364.00        | $49835.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 3.0000%  | 0.0000% | $110000.00         | $5277.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 3.0000%  | 0.0000% | $56152.00          | $5554.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $75000.00          | $8316.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 3.0000%  | 0.0000% | $309000.00         | $49785.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 3.0000%  | 0.0000% | $422390.00         | $40356.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-04-01      | 6.5000%  | 0.0000% | $1057126.00        | $6337.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-06-01      | 7.0000%  | 0.0000% | $5909997.00        | $10739.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-06-01      | 7.5000%  | 0.0000% | $2600000.00        | $20867.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 6.3360%  | 0.0000% | $750000.00         | $6727.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 6.5000%  | 0.0000% | $712207.00         | $6660.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 5.0000%  | 0.0000% | $633120.00         | $11151.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 6.1780%  | 0.0000% | $600000.00         | $10469.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 5.5000%  | 0.0000% | $1235000.00        | $12649.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 5.5000%  | 0.0000% | $1005082.00        | $19207.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 6.0000%  | 0.0000% | $2685616.00        | $279045.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 5.5000%  | 0.0000% | $9875296.00        | $256838.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 5.5000%  | 0.0000% | $1794040.00        | $61329.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.0000%  | 0.0000% | $4028224.00        | $75680.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 7.5000%  | 0.0000% | $1421790.00        | $10888.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $621509.00         | $497043.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $5001360.00        | $2790353.83        | Agency Mortgage-Backed Securities |

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2HG3, C.4 - ISIN: US3130B2HG32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $116849332.79
- **C.18.a - Value (excl. sponsor support):** $116849332.79
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EB5, C.4 - ISIN: US3130B3EB54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175024850.00
- **C.18.a - Value (excl. sponsor support):** $175024850.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **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 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4ZG9, C.4 - ISIN: US3130B4ZG95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $262999884.28
- **C.18.a - Value (excl. sponsor support):** $262999884.28
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53E6, C.4 - ISIN: US3130B53E63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175498703.06
- **C.18.a - Value (excl. sponsor support):** $175498703.06
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B55E4, C.4 - ISIN: US3130B55E46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $219998352.20
- **C.18.a - Value (excl. sponsor support):** $219998352.20
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5EN4, C.4 - ISIN: US3130B5EN41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175998518.08
- **C.18.a - Value (excl. sponsor support):** $175998518.08
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5M21, C.4 - ISIN: US3130B5M215, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $874504723.75
- **C.18.a - Value (excl. sponsor support):** $874504723.75
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.450000%
- **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):** $87474965.38
- **C.18.a - Value (excl. sponsor support):** $87474965.38
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: 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: 3130B6LU8, C.4 - ISIN: US3130B6LU83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $171816384.84
- **C.18.a - Value (excl. sponsor support):** $171816384.84
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: 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: 313313HW1, C.4 - ISIN: US313313HW12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1587760.02
- **C.18.a - Value (excl. sponsor support):** $1587760.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **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? Yes, C.23 Categorized at Level 3? No

### Security 16: 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: 313385GJ9, C.4 - ISIN: US313385GJ96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4311488.64
- **C.18.a - Value (excl. sponsor support):** $4311488.64
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 17: 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: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3472656.59
- **C.18.a - Value (excl. sponsor support):** $3472656.59
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPA62, C.4 - ISIN: US3133EPA621, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $82000195.98
- **C.18.a - Value (excl. sponsor support):** $82000195.98
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZQ1, C.4 - ISIN: US3133EPZQ18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $151515212.12
- **C.18.a - Value (excl. sponsor support):** $151515212.12
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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 Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **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):** $176069032.48
- **C.18.a - Value (excl. sponsor support):** $176069032.48
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4M0, C.4 - ISIN: US3133ER4M08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89999171.10
- **C.18.a - Value (excl. sponsor support):** $89999171.10
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **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):** $59016685.79
- **C.18.a - Value (excl. sponsor support):** $59016685.79
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **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):** $86591428.77
- **C.18.a - Value (excl. sponsor support):** $86591428.77
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **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):** $260419351.40
- **C.18.a - Value (excl. sponsor support):** $260419351.40
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.430000%
- **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):** $68799872.03
- **C.18.a - Value (excl. sponsor support):** $68799872.03
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $262842603.61
- **C.18.a - Value (excl. sponsor support):** $262842603.61
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **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):** $54998494.10
- **C.18.a - Value (excl. sponsor support):** $54998494.10
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.440000%
- **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):** $26517862.33
- **C.18.a - Value (excl. sponsor support):** $26517862.33
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.430000%
- **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):** $130584473.96
- **C.18.a - Value (excl. sponsor support):** $130584473.96
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.450000%
- **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):** $60029512.20
- **C.18.a - Value (excl. sponsor support):** $60029512.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.465000%
- **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):** $213471754.41
- **C.18.a - Value (excl. sponsor support):** $213471754.41
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.470000%
- **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):** $367388664.01
- **C.18.a - Value (excl. sponsor support):** $367388664.01
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.470000%
- **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):** $73824018.45
- **C.18.a - Value (excl. sponsor support):** $73824018.45
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.470000%
- **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):** $237729809.75
- **C.18.a - Value (excl. sponsor support):** $237729809.75
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_4.34_0602
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-10-31      | 4.1250%  | 0.0000% | $15945600.00       | $16068887.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $214017600.00      | $221365259.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 0.0000%  | 0.0000% | $1364288.00        | $1299544.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 0.0000%  | 0.0000% | $17243443.86       | $16266309.63       | U.S. Treasuries (including strips) |

### Security 36: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_4.35_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2037-07-15      | 1.2717%  | 0.0000% | $10000000.00       | $210371.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2030-09-25      | 4.7952%  | 0.0000% | $8500000.00        | $2896847.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2044-10-25      | 1.9963%  | 0.0000% | $484636.00         | $21946.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2033-06-25      | 3.7000%  | 0.0000% | $2934000.00        | $2735337.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2045-08-25      | 2.2686%  | 0.0000% | $51603454.00       | $3244693.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-07-25      | 4.6707%  | 0.0000% | $13450000.00       | $3136032.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-08-26      | 4.7652%  | 0.0000% | $30000000.00       | $1892887.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $163897.00         | $26579.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2043-12-01      | 5.0000%  | 0.0000% | $261308.00         | $24366.29          | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-01-20      | 5.5000%  | 0.0000% | $3096720.00        | $3094414.00        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-03-20      | 6.5000%  | 0.0000% | $1139004.00        | $1183491.04        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-02-20      | 6.5000%  | 0.0000% | $1347788.00        | $1374136.82        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-12-20      | 6.5000%  | 0.0000% | $11849760.00       | $11922800.55       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-03-20      | 6.5000%  | 0.0000% | $1189112.00        | $1245655.40        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-12-20      | 6.5000%  | 0.0000% | $103093.00         | $106247.03         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-04-20      | 6.5000%  | 0.0000% | $1100004.00        | $1150769.99        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-04-20      | 6.0000%  | 0.0000% | $767302.00         | $783874.16         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-04-20      | 6.0000%  | 0.0000% | $1109402.00        | $1137658.69        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-04-20      | 6.5000%  | 0.0000% | $895215.00         | $929443.70         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-05-20      | 6.0000%  | 0.0000% | $1913666.00        | $1962734.95        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-05-20      | 6.0000%  | 0.0000% | $2575028.00        | $2634733.46        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-04-20      | 6.0000%  | 0.0000% | $6524992.00        | $6662222.68        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-04-20      | 6.5000%  | 0.0000% | $1013988.00        | $1058848.06        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-03-20      | 6.5000%  | 0.0000% | $829679.00         | $868044.14         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2041-09-20      | 4.5000%  | 0.0000% | $2147656.00        | $203484.71         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2035-12-15      | 5.5000%  | 0.0000% | $7923272.00        | $177567.69         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2039-06-15      | 5.0000%  | 0.0000% | $8450000.00        | $453671.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2037-06-01      | 1.5000%  | 0.0000% | $3968860.00        | $2665578.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $37737856.00       | $6630169.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2032-06-01      | 3.0000%  | 0.0000% | $126540000.00      | $15327987.64       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2042-02-20      | 4.5000%  | 0.0000% | $5091216.00        | $436974.46         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2042-10-20      | 4.0000%  | 0.0000% | $710000.00         | $73785.30          | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2044-08-20      | 4.5000%  | 0.0000% | $31035953.00       | $2060632.80        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2051-02-20      | 2.0000%  | 0.0000% | $110697216.00      | $56172598.90       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-06-20      | 4.5000%  | 0.0000% | $29341472.00       | $24866837.52       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-08-20      | 5.5000%  | 0.0000% | $6121.00           | $5792.39           | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-09-20      | 5.5000%  | 0.0000% | $200000000.00      | $193947319.96      | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-10-20      | 4.0000%  | 0.0000% | $130632704.00      | $117856904.32      | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-03-20      | 5.0000%  | 0.0000% | $8289328.00        | $7923933.64        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-06-20      | 6.5000%  | 0.0000% | $11044.00          | $11316.80          | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-09-20      | 5.0000%  | 0.0000% | $2260128.00        | $2193683.43        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-10-20      | 5.0000%  | 0.0000% | $1340906.00        | $1301744.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-01-01      | 2.5000%  | 0.0000% | $2000000.00        | $465819.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-08-01      | 4.5000%  | 0.0000% | $1950000.00        | $166035.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-01-01      | 5.0000%  | 0.0000% | $15000000.00       | $216822.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 4.0000%  | 0.0000% | $68286.00          | $10076.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 3.5000%  | 0.0000% | $49838000.00       | $10785725.40       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $2362300.00        | $2125865.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $17080000.00       | $13615535.52       | Agency Mortgage-Backed Securities         |

### Security 37: HSBC USA, Inc.

- **C.1 - Title:** HSBC USA, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 4049YJ005, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 4049YJ005_4.34_0602
- **C.18 - Value (incl. sponsor support):** $70100000.00
- **C.18.a - Value (excl. sponsor support):** $70100000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2039-08-15      | 0.0000%  | 0.0000% | $40579100.00       | $20681219.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 0.0000%  | 0.0000% | $4750000.00        | $3387666.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 0.0000%  | 0.0000% | $49002963.56       | $36766188.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 0.0000%  | 0.0000% | $12635095.04       | $10666926.29       | U.S. Treasuries (including strips) |

### Security 38: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_4.34_0602
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2025-07-31      | 0.2500%  | 0.0000% | $1270300.00        | $1262294.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 3.8750%  | 0.0000% | $404200.00         | $410086.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $102147200.00      | $103692138.61      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $62642100.00       | $61807563.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $103055400.00      | $103333886.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 0.0000%  | 0.0000% | $312938003.16      | $240330127.67      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 0.0000%  | 0.0000% | $10976460.80       | $7723861.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 0.0000%  | 0.0000% | $198099599.36      | $128590808.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 0.0000%  | 0.0000% | $149261352.95      | $63290246.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 0.0000%  | 0.0000% | $164100504.37      | $54558986.99       | U.S. Treasuries (including strips) |

### Security 39: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.350000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_4.35_0602
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2042-11-25      | 3.0000%  | 0.0000% | $100000.00         | $99858.91          | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2042-07-25      | 4.0000%  | 0.0000% | $8095312.00        | $88102.22          | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2042-12-25      | 3.0000%  | 0.0000% | $24500000.00       | $151947.28         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2043-03-25      | 4.5000%  | 0.0000% | $54166647.00       | $88561.22          | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2033-06-25      | 3.5000%  | 0.0000% | $40509440.00       | $36408.69          | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2044-10-25      | 3.5000%  | 0.0000% | $952100.00         | $915954.39         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2044-07-25      | 3.5000%  | 0.0000% | $32500000.00       | $459440.43         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2046-01-25      | 3.0000%  | 0.0000% | $308779008.00      | $78224132.84       | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2046-08-25      | 3.0000%  | 0.0000% | $996749.00         | $1038776.95        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2045-11-25      | 4.0000%  | 0.0000% | $42614016.00       | $502547.74         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2048-07-25      | 4.0000%  | 0.0000% | $48352256.00       | $918673.79         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2047-01-25      | 3.5000%  | 0.0000% | $14346336.00       | $771916.63         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2050-06-25      | 5.0000%  | 0.0000% | $162897408.00      | $9910686.55        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2050-07-25      | 3.5000%  | 0.0000% | $42139264.00       | $2946084.77        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2050-09-25      | 2.0000%  | 0.0000% | $50000000.00       | $3970642.79        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2050-12-25      | 2.0000%  | 0.0000% | $39515000.00       | $3780579.58        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2050-11-25      | 4.0000%  | 0.0000% | $88218240.00       | $6957308.36        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-02-25      | 3.5000%  | 0.0000% | $33838656.00       | $2435382.40        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-02-25      | 3.5000%  | 0.0000% | $40566528.00       | $3567679.19        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-03-25      | 3.0000%  | 0.0000% | $32910656.00       | $2045605.57        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-03-25      | 3.0000%  | 0.0000% | $27013824.00       | $1799941.32        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-07-25      | 3.0000%  | 0.0000% | $36789312.00       | $3897295.62        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-08-25      | 3.0000%  | 0.0000% | $114032128.00      | $9800162.94        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-12-25      | 3.0000%  | 0.0000% | $30000000.00       | $3272838.31        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-12-25      | 3.0000%  | 0.0000% | $15038784.00       | $1624450.34        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2052-07-25      | 5.0000%  | 0.0000% | $19929400.00       | $3022171.26        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2049-12-25      | 4.0000%  | 0.0000% | $10000000.00       | $1865922.95        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2053-04-25      | 5.0000%  | 0.0000% | $94763136.00       | $17246053.48       | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2050-11-25      | 2.5000%  | 0.0000% | $73516928.00       | $11089342.31       | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2054-05-25      | 6.5000%  | 0.0000% | $4153840.00        | $674729.77         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2048-09-25      | 5.0000%  | 0.0000% | $8500000.00        | $1487108.98        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-09-25      | 6.0000%  | 0.0000% | $11573700.00       | $1338633.33        | Agency Collateralized Mortgage Obligation         |
| Federal Home Loan Mortgage Corp.      | 2042-10-15      | 4.5000%  | 0.0000% | $94872576.00       | $1049862.80        | Agency Collateralized Mortgage Obligation         |
| Federal Home Loan Mortgage Corp.      | 2045-11-15      | 3.5000%  | 0.0000% | $29222200.00       | $142812.17         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2031-10-25      | 6.5000%  | 0.0000% | $424923.00         | $10285.23          | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2025-07-25      | 5.0000%  | 0.0000% | $1800000.00        | $32.35             | Agency Collateralized Mortgage Obligation         |
| Federal Home Loan Mortgage Corp.      | 2034-05-25      | 5.2920%  | 0.0000% | $65000000.00       | $59222053.19       | Agency Collateralized Mortgage Obligation         |
| GNMA                                  | 2025-07-20      | 5.5000%  | 0.0000% | $4378087.00        | $7.41              | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2025-08-20      | 5.0000%  | 0.0000% | $1487923.00        | $34.59             | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2044-12-25      | 1.8970%  | 0.0000% | $20223680.00       | $531051.26         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2044-12-25      | 1.9811%  | 0.0000% | $73600000.00       | $2189147.21        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2027-03-25      | 0.5886%  | 0.0000% | $1200000.00        | $9699.77           | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2045-07-25      | 2.1863%  | 0.0000% | $9759520.00        | $418343.84         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2027-09-25      | 0.7318%  | 0.0000% | $21270000.00       | $302960.72         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2049-02-25      | 2.6194%  | 0.0000% | $5000000.00        | $604800.43         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2044-10-25      | 2.0574%  | 0.0000% | $8733984.00        | $384962.45         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2035-12-25      | 3.0177%  | 0.0000% | $7000000.00        | $1225132.34        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2046-05-25      | 2.2287%  | 0.0000% | $14495000.00       | $862225.06         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2046-05-25      | 2.2002%  | 0.0000% | $9050000.00        | $29848.10          | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2036-07-25      | 3.0518%  | 0.0000% | $2500000.00        | $467336.01         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2036-09-25      | 3.2242%  | 0.0000% | $3000000.00        | $601857.78         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2046-01-25      | 2.2769%  | 0.0000% | $4175000.00        | $296019.99         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2034-01-25      | 3.7940%  | 0.0000% | $14009000.00       | $13010946.70       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2047-02-25      | 2.3133%  | 0.0000% | $1750000.00        | $143287.43         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2047-05-25      | 2.1548%  | 0.0000% | $29700000.00       | $638366.25         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2028-06-27      | 1.5340%  | 0.0000% | $10000000.00       | $413757.22         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2046-12-25      | 1.8908%  | 0.0000% | $10500000.00       | $767960.80         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2028-08-27      | 1.6658%  | 0.0000% | $4000000.00        | $231919.58         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2048-03-25      | 1.9086%  | 0.0000% | $3370000.00        | $252020.28         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2048-07-25      | 3.0048%  | 0.0000% | $6490000.00        | $840257.04         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2048-09-25      | 2.9552%  | 0.0000% | $4605408.00        | $580302.54         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2047-09-25      | 3.0188%  | 0.0000% | $5295120.00        | $688449.38         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2048-09-25      | 2.7275%  | 0.0000% | $2000000.00        | $249858.31         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2026-05-25      | 0.9810%  | 0.0000% | $61272576.00       | $491463.20         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2029-04-27      | 2.0148%  | 0.0000% | $16000000.00       | $563731.55         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2034-10-25      | 2.7352%  | 0.0000% | $8045000.00        | $1097678.56        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2049-01-25      | 2.8776%  | 0.0000% | $5000000.00        | $745485.18         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2049-04-25      | 3.0967%  | 0.0000% | $3500000.00        | $579531.36         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2050-05-25      | 3.2140%  | 0.0000% | $1300000.00        | $229275.88         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2054-08-25      | 4.1461%  | 0.0000% | $2273072.00        | $533535.32         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2057-02-25      | 5.6872%  | 0.0000% | $7799624.00        | $2867776.10        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2057-05-25      | 5.6737%  | 0.0000% | $14600000.00       | $5784439.58        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2044-06-25      | 2.1167%  | 0.0000% | $26340128.00       | $580645.47         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2044-08-25      | 2.0648%  | 0.0000% | $15328300.00       | $375991.57         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2061-03-25      | 0.0000%  | 0.0000% | $40113024.00       | $18223747.93       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2049-11-25      | 0.0000%  | 0.0000% | $17506000.00       | $10734066.49       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2028-10-25      | 0.0000%  | 0.0000% | $4386000.00        | $2966971.10        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2029-01-25      | 0.0000%  | 0.0000% | $11369120.00       | $8272600.43        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2052-05-25      | 0.0000%  | 0.0000% | $46071488.00       | $40070262.04       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2030-06-25      | 0.0000%  | 0.0000% | $95723776.00       | $50028691.39       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2061-03-25      | 0.1000%  | 0.0000% | $611723000.00      | $2277760.75        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2061-03-25      | 0.1000%  | 0.0000% | $190536960.00      | $804934.06         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2063-10-25      | 3.6666%  | 0.0000% | $23249088.00       | $9814108.59        | Private Label Collateralized Mortgage Obligations |
| Federal Home Loan Mortgage Corp.      | 2059-10-25      | 3.2500%  | 0.0000% | $57927872.00       | $14262764.28       | Private Label Collateralized Mortgage Obligations |

### Security 40: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: 66585Q007_4.27_0602
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $49624990.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $49624990.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $49624990.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $49624990.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $49624990.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $49624990.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $9697800.00        | $9625064.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $49624990.75       | U.S. Treasuries (including strips) |

### Security 41: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: 66585Q007_4.33_0602
- **C.18 - Value (incl. sponsor support):** $3700000000.00
- **C.18.a - Value (excl. sponsor support):** $3700000000.00
- **C.19 - Percentage of Net Assets:** 10.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $47100200.00       | $43227711.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $48850482.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $48850482.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $34500000.00       | $35347616.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851863.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851863.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851863.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851863.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 4.1250%  | 0.0000% | $20500000.00       | $20906106.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851863.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $10904600.00       | $10653899.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851863.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $50990503.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851863.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851863.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $48850482.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $48850482.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $48850482.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $48850482.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $48850482.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $48850482.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $41768400.00       | $40808129.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $48850482.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51228429.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $48850482.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851863.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851863.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $38575600.00       | $35375263.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851863.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851863.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851863.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51016226.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51016226.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51016226.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51016226.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51016226.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51016226.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $46446475.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851862.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51016226.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $95400.00          | $97339.01          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $47043000.00       | $43514772.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51016226.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51016226.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51016226.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851862.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $20139000.00       | $18707711.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51016226.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $46446475.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $50000000.00       | $46249997.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $46446475.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51016226.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $46446475.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $46446475.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51016226.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $50000000.00       | $46249997.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $46446475.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851862.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $22489400.00       | $20623617.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851862.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851862.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851862.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851862.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851862.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $45851862.20       | U.S. Treasuries (including strips) |

### Security 42: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 795993005, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795993005_4.34_0602
- **C.18 - Value (incl. sponsor support):** $588500000.00
- **C.18.a - Value (excl. sponsor support):** $588500000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $116.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $84.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $12138500.00       | $10263789.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 4.1250%  | 0.0000% | $3900.00           | $3954.09           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 4.6250%  | 0.0000% | $194500.00         | $201255.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $513912800.00      | $523450770.26      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $65487800.00       | $66350134.83       | U.S. Treasuries (including strips) |

### Security 43: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_4.10_0602
- **C.18 - Value (incl. sponsor support):** $216100000.00
- **C.18.a - Value (excl. sponsor support):** $216100000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $166765300.00      | $220422050.28      | U.S. Treasuries (including strips) |

### Security 44: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_4.34_0602
- **C.18 - Value (incl. sponsor support):** $5650000000.00
- **C.18.a - Value (excl. sponsor support):** $5650000000.00
- **C.19 - Percentage of Net Assets:** 15.5700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2043-05-15      | 3.8750%  | 0.0000% | $100000000.00      | $87540761.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-08-15      | 2.0000%  | 0.0000% | $250000000.00      | $141700140.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 1.3750%  | 0.0000% | $1300000000.00     | $627561142.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-08-15      | 4.1250%  | 0.0000% | $500000000.00      | $453933230.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 1.5000%  | 0.0000% | $301000000.00      | $251692443.52      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 3.8750%  | 0.0000% | $290192800.00      | $257432693.95      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-05-15      | 3.6250%  | 0.0000% | $117000000.00      | $93375260.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-08-15      | 3.0000%  | 0.0000% | $2000000000.00     | $1425518820.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-05-15      | 2.3750%  | 0.0000% | $696000000.00      | $430834412.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-05-15      | 2.8750%  | 0.0000% | $131520000.00      | $92238675.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 3.6250%  | 0.0000% | $65000000.00       | $52511895.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-11-15      | 1.8750%  | 0.0000% | $1000000000.00     | $542131470.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-11-15      | 1.6250%  | 0.0000% | $750000000.00      | $384842475.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-05-15      | 3.0000%  | 0.0000% | $310000000.00      | $226933376.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-02-15      | 2.2500%  | 0.0000% | $68000000.00       | $40883620.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 3.0000%  | 0.0000% | $75000000.00       | $54748948.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 0.7500%  | 0.0000% | $118058500.00      | $115025627.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-11-15      | 4.7500%  | 0.0000% | $498634100.00      | $484095126.37      | U.S. Treasuries (including strips) |

### Security 45: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $597327336.00
- **C.18.a - Value (excl. sponsor support):** $597327336.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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 46: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $295735593.00
- **C.18.a - Value (excl. sponsor support):** $295735593.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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 47: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $336734976.94
- **C.18.a - Value (excl. sponsor support):** $336734976.94
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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 48: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $180141298.75
- **C.18.a - Value (excl. sponsor support):** $180141298.75
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PL5, C.4 - ISIN: US912797PL50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $314962974.90
- **C.18.a - Value (excl. sponsor support):** $314962974.90
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $179581233.45
- **C.18.a - Value (excl. sponsor support):** $179581233.45
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PR2, C.4 - ISIN: US912797PR21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $649392250.00
- **C.18.a - Value (excl. sponsor support):** $649392250.00
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-10
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **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 52: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $593978254.76
- **C.18.a - Value (excl. sponsor support):** $593978254.76
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 53: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QC4, C.4 - ISIN: US912797QC43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $415695438.99
- **C.18.a - Value (excl. sponsor support):** $415695438.99
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $319026005.36
- **C.18.a - Value (excl. sponsor support):** $319026005.36
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **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 55: 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):** $177985571.45
- **C.18.a - Value (excl. sponsor support):** $177985571.45
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 56: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $345355818.15
- **C.18.a - Value (excl. sponsor support):** $345355818.15
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $357010824.32
- **C.18.a - Value (excl. sponsor support):** $357010824.32
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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 58: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.426300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1529646220.20
- **C.18.a - Value (excl. sponsor support):** $1529646220.20
- **C.19 - Percentage of Net Assets:** 4.2200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.471300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1560790467.60
- **C.18.a - Value (excl. sponsor support):** $1560790467.60
- **C.19 - Percentage of Net Assets:** 4.3000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.546300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $836144693.15
- **C.18.a - Value (excl. sponsor support):** $836144693.15
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: N/A, C.5 - Other ID: 94974A003_4.34_0602
- **C.18 - Value (incl. sponsor support):** $370700000.00
- **C.18.a - Value (excl. sponsor support):** $370700000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2025-08-15      | 6.8750%  | 0.0000% | $22848465.20       | $23432732.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 6.7500%  | 0.0000% | $1053946.44        | $1108680.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 5.5000%  | 0.0000% | $1896269.51        | $2019491.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-02-15      | 4.3750%  | 0.0000% | $5080953.21        | $5040138.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-05-15      | 4.2500%  | 0.0000% | $7833586.06        | $7480513.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 2.5000%  | 0.0000% | $52313554.70       | $36241278.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 3.0000%  | 0.0000% | $29025439.30       | $21115913.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-11-15      | 2.3750%  | 0.0000% | $9122741.65        | $5724849.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-02-15      | 1.8750%  | 0.0000% | $40331881.98       | $27319757.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 2.2500%  | 0.0000% | $1153711.08        | $819958.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 2.3750%  | 0.0000% | $80662281.15       | $57851488.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 3.2500%  | 0.0000% | $43990969.00       | $35648861.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 4.0000%  | 0.0000% | $54924719.16       | $49139906.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-05-15      | 3.6250%  | 0.0000% | $122052.98         | $97432.16          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-05-15      | 4.6250%  | 0.0000% | $66546673.88       | $63334145.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-15      | 0.8750%  | 0.0000% | $392849.32         | $488523.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 2.2500%  | 0.0000% | $1992.51           | $1967.54           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-15      | 0.3750%  | 0.0000% | $7296766.12        | $9842070.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $407445.64         | $473037.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $305595.81         | $368289.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $404387.36         | $428414.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $21528865.88       | $21812355.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $8271012.06        | $8324209.99        | U.S. Treasuries (including strips) |

### Security 62: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: N/A, C.5 - Other ID: 94974A003_4.35_0602
- **C.18 - Value (incl. sponsor support):** $628600000.00
- **C.18.a - Value (excl. sponsor support):** $628600000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $6036069.34        | $6128174.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $1355480.91        | $1390427.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $2174707.35        | $2157091.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $3516223.57        | $3563520.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $1695153.30        | $1772032.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.0000%  | 0.0000% | $3138458.71        | $3193244.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $759224.48         | $793599.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $821997.87         | $854780.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.5000%  | 0.0000% | $4088906.10        | $4224032.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 7.0000%  | 0.0000% | $5022597.11        | $5262123.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-02-01      | 3.0000%  | 0.0000% | $1463154.50        | $1063619.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-07-01      | 2.5000%  | 0.0000% | $2200100.00        | $621885.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-07-01      | 3.0000%  | 0.0000% | $2095.33           | $626.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-10-01      | 2.0000%  | 0.0000% | $258424.44         | $115696.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-03-01      | 2.5000%  | 0.0000% | $251440.00         | $133096.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-01-01      | 3.0000%  | 0.0000% | $353412.89         | $153208.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-09-01      | 4.5000%  | 0.0000% | $104766.67         | $60057.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-03-01      | 2.5000%  | 0.0000% | $495895.56         | $320152.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-07-01      | 3.0000%  | 0.0000% | $90797.78          | $58039.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-11-01      | 2.5000%  | 0.0000% | $58761.53          | $47909.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-04-01      | 3.0000%  | 0.0000% | $628600.00         | $122861.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-08-01      | 1.5000%  | 0.0000% | $558755.56         | $314697.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-09-01      | 1.5000%  | 0.0000% | $18306228.89       | $10568725.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-03-01      | 2.0000%  | 0.0000% | $7682.89           | $4852.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-10-01      | 2.0000%  | 0.0000% | $69844.44          | $43368.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-07-01      | 4.0000%  | 0.0000% | $1458426.73        | $1118781.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-11-01      | 6.5000%  | 0.0000% | $1476633.08        | $907244.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-09-01      | 6.5000%  | 0.0000% | $149224.75         | $106946.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-25      | 2.5000%  | 0.0000% | $16123107.37       | $12468139.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-01      | 6.5000%  | 0.0000% | $69844.44          | $61513.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-05-01      | 5.0000%  | 0.0000% | $1876341.67        | $1872620.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.5000%  | 0.0000% | $1208320.76        | $1228363.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-05-01      | 5.0000%  | 0.0000% | $1304169.69        | $1314446.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 4.0000%  | 0.0000% | $219286.41         | $202182.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 4.0000%  | 0.0000% | $1268055.22        | $1090313.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-01-01      | 6.0000%  | 0.0000% | $709593.71         | $683027.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-05-01      | 6.0000%  | 0.0000% | $704522.31         | $728990.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.5000%  | 0.0000% | $1141752.02        | $1146174.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.0000%  | 0.0000% | $4505832.74        | $4064987.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 6.5000%  | 0.0000% | $1261376.00        | $948005.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $1148750.44        | $1149747.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 5.5000%  | 0.0000% | $1662306.16        | $1648557.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.0000%  | 0.0000% | $1198210.78        | $1223714.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.0000%  | 0.0000% | $703992.19         | $617189.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.0000%  | 0.0000% | $1680632.64        | $1679502.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.5000%  | 0.0000% | $778789.30         | $811214.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.5000%  | 0.0000% | $1436179.18        | $1382593.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 5.0000%  | 0.0000% | $855238.94         | $831169.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 4.5000%  | 0.0000% | $10419267.80       | $9738220.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.0000%  | 0.0000% | $1256694.33        | $1282928.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.5000%  | 0.0000% | $771075.68         | $737387.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.0000%  | 0.0000% | $1053254.22        | $1062047.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 5.5000%  | 0.0000% | $15997877.68       | $15320806.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 6.0000%  | 0.0000% | $8039221.97        | $7785946.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 4.5000%  | 0.0000% | $379845.52         | $356314.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.5000%  | 0.0000% | $2030197.80        | $2014275.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-03-01      | 6.0000%  | 0.0000% | $731758.85         | $736582.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-05-01      | 4.0000%  | 0.0000% | $27754373.25       | $5077410.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 3.5000%  | 0.0000% | $17948396.94       | $7893659.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 2.0000%  | 0.0000% | $349222.22         | $192148.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-01      | 2.0000%  | 0.0000% | $698444.44         | $379280.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-01      | 2.0000%  | 0.0000% | $296838.89         | $175668.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 2.5000%  | 0.0000% | $1117511.11        | $700997.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-01      | 2.5000%  | 0.0000% | $2675740.67        | $1592624.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.5000%  | 0.0000% | $4152252.22        | $2900391.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 4.0000%  | 0.0000% | $240963.33         | $172030.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 3.0000%  | 0.0000% | $41906.67          | $28519.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.5000%  | 0.0000% | $40667049.31       | $27171665.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.5000%  | 0.0000% | $793146.53         | $545857.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 5.0000%  | 0.0000% | $523833.33         | $433095.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.0000%  | 0.0000% | $279377.78         | $236984.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-05-01      | 6.0000%  | 0.0000% | $1168337.61        | $1189214.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-11-01      | 1.5000%  | 0.0000% | $27937.78          | $17325.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 2.0000%  | 0.0000% | $9598995.09        | $6173114.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 2.5000%  | 0.0000% | $1396888.89        | $873287.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 3.0000%  | 0.0000% | $401164.14         | $156379.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-01      | 2.5000%  | 0.0000% | $724423.78         | $500688.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.5000%  | 0.0000% | $1123537.99        | $756935.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 2.5000%  | 0.0000% | $605424.91         | $418153.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.5000%  | 0.0000% | $171118.89         | $115395.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.5000%  | 0.0000% | $5189442.22        | $4018185.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.5000%  | 0.0000% | $525622.05         | $401936.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.0000%  | 0.0000% | $31515.91          | $25210.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 5.5000%  | 0.0000% | $69844.44          | $46886.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 5.0000%  | 0.0000% | $1375616.37        | $1043403.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 6.0000%  | 0.0000% | $810990.39         | $195312.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 6.0000%  | 0.0000% | $75383.11          | $65554.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.5000%  | 0.0000% | $2219107.47        | $1950237.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.5000%  | 0.0000% | $2478402.17        | $1956193.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 4.5000%  | 0.0000% | $217766.60         | $182467.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.0000%  | 0.0000% | $30773.46          | $26341.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 6.0000%  | 0.0000% | $922212.77         | $804280.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.0000%  | 0.0000% | $968836.73         | $949370.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.5000%  | 0.0000% | $1007175.05        | $1033183.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-11-01      | 5.5000%  | 0.0000% | $122732.75         | $887.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-03-01      | 7.5000%  | 0.0000% | $2296178.72        | $20906.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-09-01      | 4.5000%  | 0.0000% | $1409310.02        | $13797.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-08-01      | 4.5000%  | 0.0000% | $16203911.11       | $198858.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-09-01      | 4.5000%  | 0.0000% | $7062614.35        | $57175.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-08-01      | 7.0000%  | 0.0000% | $67519.32          | $2332.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-02-01      | 4.5000%  | 0.0000% | $69907.30          | $6036.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-11-01      | 7.5000%  | 0.0000% | $303823.33         | $968.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-10-01      | 3.5000%  | 0.0000% | $847977.91         | $49467.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-01      | 5.0000%  | 0.0000% | $14175886.17       | $139852.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-08-01      | 4.5000%  | 0.0000% | $9956998.16        | $320472.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-10-01      | 4.5000%  | 0.0000% | $105245.10         | $14544.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-12-01      | 3.5000%  | 0.0000% | $265408.89         | $14018.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-01-01      | 3.5000%  | 0.0000% | $838133.33         | $174658.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-05-01      | 4.5000%  | 0.0000% | $632294.77         | $7197.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-09-01      | 4.0000%  | 0.0000% | $977822.22         | $67045.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-01-01      | 5.5000%  | 0.0000% | $297537.33         | $2476.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-11-01      | 8.5000%  | 0.0000% | $5521901.78        | $714.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-10-01      | 4.5000%  | 0.0000% | $83122131.06       | $679274.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-11-01      | 3.5000%  | 0.0000% | $4889.11           | $372.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-08-01      | 3.5000%  | 0.0000% | $60764.67          | $4745.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-02-01      | 3.5000%  | 0.0000% | $4190.67           | $381.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-02-01      | 3.5000%  | 0.0000% | $880366.17         | $105450.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-07-01      | 3.5000%  | 0.0000% | $161340.67         | $11780.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 4.5000%  | 0.0000% | $604852.89         | $3183.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-04-01      | 5.5000%  | 0.0000% | $2598738.56        | $132381.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-05-01      | 4.5000%  | 0.0000% | $1396888.89        | $179063.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-12-01      | 5.0000%  | 0.0000% | $565740.00         | $46079.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-01      | 2.5000%  | 0.0000% | $3018646.16        | $2136729.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-01      | 1.5000%  | 0.0000% | $4359421.32        | $3063744.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-02-01      | 3.0000%  | 0.0000% | $91945.32          | $50238.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 1.5000%  | 0.0000% | $6252165.26        | $4062522.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-01      | 3.0000%  | 0.0000% | $1639524.30        | $1107567.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-01      | 4.0000%  | 0.0000% | $45398.89          | $27294.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-09-01      | 3.5000%  | 0.0000% | $13270.44          | $8696.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-10-01      | 3.0000%  | 0.0000% | $40586922.36       | $27297283.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-10-01      | 4.0000%  | 0.0000% | $31430.00          | $19873.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-03-01      | 5.0000%  | 0.0000% | $18159.56          | $12048.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-05-01      | 3.5000%  | 0.0000% | $6428141.83        | $5469015.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-07-01      | 5.0000%  | 0.0000% | $103457.78         | $83273.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 3.5000%  | 0.0000% | $23451519.64       | $21116239.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 6.5000%  | 0.0000% | $1502318.38        | $1454650.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 6.0000%  | 0.0000% | $6607419.24        | $5395162.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.0000%  | 0.0000% | $19258688.50       | $18928266.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 6.5000%  | 0.0000% | $3819502.81        | $3950870.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-08-01      | 2.0000%  | 0.0000% | $83114.89          | $35662.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-01-01      | 4.0000%  | 0.0000% | $104766.67         | $79762.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-12-01      | 3.5000%  | 0.0000% | $935915.56         | $228293.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-01      | 3.0000%  | 0.0000% | $1396888.89        | $653585.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-01-01      | 4.5000%  | 0.0000% | $464465.56         | $161801.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.0000%  | 0.0000% | $555803.23         | $539492.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.0000%  | 0.0000% | $5248571.13        | $5272933.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.5000%  | 0.0000% | $757829.68         | $752864.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-01      | 3.5000%  | 0.0000% | $2518187.66        | $2264017.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $54074493.63       | $54052515.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $35346988.89       | $35223965.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.0000%  | 0.0000% | $349222.22         | $332501.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.0000%  | 0.0000% | $1480599.55        | $1368095.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-07-01      | 2.5000%  | 0.0000% | $69844.44          | $43830.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 2.0000%  | 0.0000% | $289156.00         | $189925.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.5000%  | 0.0000% | $12533195.13       | $9023061.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.5000%  | 0.0000% | $69844.44          | $58503.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 2.5000%  | 0.0000% | $202918.37         | $151904.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 6.0000%  | 0.0000% | $6216155.56        | $5321862.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 2.0000%  | 0.0000% | $1019728.89        | $726993.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 2.5000%  | 0.0000% | $1921946.60        | $1456640.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 6.0000%  | 0.0000% | $33591504.66       | $32789575.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-08-01      | 4.0000%  | 0.0000% | $10428705.88       | $9133260.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-09-01      | 3.5000%  | 0.0000% | $4120822.22        | $491102.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 3.0000%  | 0.0000% | $3301402.31        | $2809035.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 2.5000%  | 0.0000% | $69844.44          | $36797.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-02-01      | 5.5000%  | 0.0000% | $982711.33         | $882274.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 2.5000%  | 0.0000% | $371572.44         | $222635.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-01      | 2.0000%  | 0.0000% | $3935188.96        | $2285659.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 3.0000%  | 0.0000% | $1492593.24        | $979544.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.0000%  | 0.0000% | $3492.22           | $2439.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 2.5000%  | 0.0000% | $11873.56          | $8211.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.0000%  | 0.0000% | $22754828.30       | $16382115.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 4.5000%  | 0.0000% | $2655020.61        | $2142979.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 5.5000%  | 0.0000% | $13490525.69       | $11505741.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 4.5000%  | 0.0000% | $1462801.09        | $1320543.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $158402980.70      | $150606596.36      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 5.5000%  | 0.0000% | $1457955.28        | $1230325.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 2.5000%  | 0.0000% | $75432.00          | $55667.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 6.0000%  | 0.0000% | $663522.22         | $590468.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.5000%  | 0.0000% | $4209517.68        | $3634057.77        | Agency Mortgage-Backed Securities |

### Security 63: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.34_0602
- **C.18 - Value (incl. sponsor support):** $2094300000.00
- **C.18.a - Value (excl. sponsor support):** $2094300000.00
- **C.19 - Percentage of Net Assets:** 5.7700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2041-02-15      | 4.7500%  | 0.0000% | $801000.00         | $806917.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-11-15      | 3.1250%  | 0.0000% | $86943000.00       | $69906325.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 0.7500%  | 0.0000% | $98528600.00       | $96357087.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $100.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $83.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-06-17      | 0.0000%  | 0.0000% | $100300.00         | $100123.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-22      | 0.0000%  | 0.0000% | $200.00            | $198.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 0.0000%  | 0.0000% | $500.00            | $207.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 0.0000%  | 0.0000% | $600.00            | $238.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 0.0000%  | 0.0000% | $3000.00           | $1124.04           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $100.00            | $35.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 0.0000%  | 0.0000% | $93659000.00       | $32010585.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-08-15      | 0.0000%  | 0.0000% | $100.00            | $29.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $88.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 3.8750%  | 0.0000% | $2478200.00        | $2174681.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-02-15      | 2.1250%  | 0.0000% | $23009500.00       | $21645753.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $96.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-11-15      | 4.5000%  | 0.0000% | $200.00            | $187.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 4.6250%  | 0.0000% | $717800.00         | $690794.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 4.7500%  | 0.0000% | $3472900.00        | $3436793.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 1.5000%  | 0.0000% | $34400.00          | $33503.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 2.2500%  | 0.0000% | $741300.00         | $713462.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 2.7500%  | 0.0000% | $155700.00         | $152365.46         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-15      | 0.2500%  | 0.0000% | $2419500.00        | $2889246.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $1874900.00        | $1833815.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 0.7500%  | 0.0000% | $400.00            | $502.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 1.6250%  | 0.0000% | $47446700.00       | $43516524.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 1.3750%  | 0.0000% | $18881800.00       | $18330869.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 0.5000%  | 0.0000% | $4053900.00        | $3798708.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 0.5000%  | 0.0000% | $67100.00          | $62876.07          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 0.3750%  | 0.0000% | $200.00            | $184.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-15      | 0.1250%  | 0.0000% | $5531300.00        | $6241921.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-31      | 0.3750%  | 0.0000% | $2250100.00        | $2195439.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $45700.00          | $43896.65          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $11300.00          | $10405.47          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $35375000.00       | $32981837.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 2.7500%  | 0.0000% | $34176100.00       | $33156779.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 3.2500%  | 0.0000% | $838600.00         | $828106.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $1783300.00        | $1784137.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-15      | 0.6250%  | 0.0000% | $51749000.00       | $52693994.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $96311200.00       | $88438679.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.8750%  | 0.0000% | $1000.00           | $1003.10           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.0000%  | 0.0000% | $5676400.00        | $5704650.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $29317100.00       | $29218693.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 3.8750%  | 0.0000% | $12924200.00       | $13081935.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 3.5000%  | 0.0000% | $57634700.00       | $57142587.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $1000.00           | $1011.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $66033700.00       | $64782510.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $153600.00         | $144674.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $30930000.00       | $29132647.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $14606300.00       | $14664808.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $142702000.00      | $145551699.86      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.7500%  | 0.0000% | $600.00            | $600.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $1138500.00        | $1149968.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $66653500.00       | $67644646.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $70353000.00       | $71069838.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $1200.00           | $1226.02           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $2743000.00        | $2802477.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $309655000.00      | $313914395.88      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 4.6250%  | 0.0000% | $19079500.00       | $19689345.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $767700.00         | $800637.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 4.3750%  | 0.0000% | $176500.00         | $179566.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $3143300.00        | $3188720.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $9414100.00        | $9168501.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $146889000.00      | $147976196.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $169935800.00      | $169217329.96      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $16129300.00       | $16107536.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $100.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $102.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $1005000.00        | $1026182.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $24953700.00       | $25599152.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-31      | 4.3750%  | 0.0000% | $82847100.00       | $85061346.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $1238200.00        | $1243321.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $253042900.00      | $254999776.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $69508000.00       | $69852583.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 0.0000%  | 0.0000% | $0.06              | $0.06              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 0.0000%  | 0.0000% | $20.48             | $17.49             | U.S. Treasuries (including strips) |

### Security 64: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.35_0602
- **C.18 - Value (incl. sponsor support):** $730100000.00
- **C.18.a - Value (excl. sponsor support):** $730100000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2049-05-01      | 3.0000%  | 0.0000% | $572000.00         | $49842.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $561885.00         | $72574.40          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2041-08-20      | 4.5000%  | 0.0000% | $748000.00         | $34795.83          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2040-07-15      | 4.5000%  | 0.0000% | $1090000.00        | $32994.21          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2033-07-15      | 5.5000%  | 0.0000% | $1181018.00        | $9489.49           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2042-09-15      | 3.0000%  | 0.0000% | $287000.00         | $34888.44          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2045-12-20      | 4.0000%  | 0.0000% | $47413135.00       | $4311627.97        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2030-07-20      | 2.5000%  | 0.0000% | $122000.00         | $26237.07          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-12-20      | 2.0000%  | 0.0000% | $98940.00          | $51970.16          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $625.56            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-07-20      | 3.0000%  | 0.0000% | $3520.00           | $2005.83           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-08-20      | 2.5000%  | 0.0000% | $12218103.00       | $7354632.00        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-09-20      | 2.5000%  | 0.0000% | $523729.00         | $308872.16         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-08-20      | 5.5000%  | 0.0000% | $24479.00          | $20886.69          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-08-20      | 6.5000%  | 0.0000% | $103729.00         | $95752.43          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2034-03-15      | 5.5000%  | 0.0000% | $9552544.00        | $143137.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $8999837.00        | $6387255.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 2.5000%  | 0.0000% | $123000.00         | $91630.31          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $809.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-07-01      | 1.5000%  | 0.0000% | $499000.00         | $371372.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $750000.00         | $665161.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $380000.00         | $284770.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 4.5000%  | 0.0000% | $93001.00          | $78807.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-05-01      | 3.5000%  | 0.0000% | $1297000.00        | $914748.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $194000.00         | $145959.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $300000.00         | $242154.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 2.5000%  | 0.0000% | $35925.00          | $27555.15          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $911.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1124.00           | $1043.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $105000.00         | $90093.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 7.0000%  | 0.0000% | $679754.00         | $620527.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $446300.00         | $417437.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1373494.00        | $1159950.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1251914.00        | $1228017.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $147000.00         | $139930.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $1158507.00        | $726733.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-08-01      | 3.0000%  | 0.0000% | $1161124.00        | $33780.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 5.5000%  | 0.0000% | $12738.00          | $127.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-10-01      | 6.0000%  | 0.0000% | $1024.00           | $14.19             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-07-01      | 5.0000%  | 0.0000% | $3444120.00        | $47966.60          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-01-01      | 4.5000%  | 0.0000% | $35940640.00       | $997452.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $5043264.00        | $948499.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $58000.00          | $17656.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $637513.00         | $354404.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $2169977.00        | $1178482.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $1559000.00        | $875113.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-04-01      | 4.5000%  | 0.0000% | $1000.00           | $781.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $667.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $775.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $41000.00          | $31785.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $28475.00          | $22267.79          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $734.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 3.5000%  | 0.0000% | $142000.00         | $111454.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $314283.00         | $251162.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $800.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $524000.00         | $452024.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $209024.00         | $177260.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $21941.00          | $19879.53          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-11-01      | 5.0000%  | 0.0000% | $866436.00         | $528879.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.0000%  | 0.0000% | $225000.00         | $210600.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-02-01      | 5.5000%  | 0.0000% | $5952517.00        | $70694.12          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-01-01      | 7.0000%  | 0.0000% | $33546574.00       | $954899.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $600835.00         | $595871.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $100000.00         | $94354.41          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $200000.00         | $198892.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-09-01      | 5.5000%  | 0.0000% | $13332256.00       | $91668.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-06-01      | 2.5000%  | 0.0000% | $506002.00         | $26115.62          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-09-01      | 5.8000%  | 0.0000% | $853509.00         | $51767.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-01      | 6.0000%  | 0.0000% | $3496996.00        | $72060.11          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-09-01      | 5.0000%  | 0.0000% | $698639.00         | $71379.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-01-01      | 5.5000%  | 0.0000% | $10401982.00       | $56810.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-01      | 6.0000%  | 0.0000% | $25000000.00       | $447180.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-05-01      | 5.5000%  | 0.0000% | $12698684.00       | $61187.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-05-01      | 5.6500%  | 0.0000% | $55845.00          | $34554.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-07-01      | 5.5000%  | 0.0000% | $8000000.00        | $72101.69          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-07-01      | 4.5000%  | 0.0000% | $384000.00         | $29317.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $365000.00         | $26937.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $173.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-05-01      | 3.0000%  | 0.0000% | $762500.00         | $75432.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-01-01      | 4.0000%  | 0.0000% | $867126.00         | $94467.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-08-01      | 3.0000%  | 0.0000% | $4405990.00        | $354839.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1191160.00        | $1083551.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $976.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $2541484.00        | $2542340.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $649947.00         | $671268.63         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $542160.00         | $542727.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $208662.00         | $212011.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $208211.00         | $212357.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $81925.00          | $83403.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $336401.00         | $342742.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $382824.00         | $390169.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $197174.00         | $201198.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $283718.00         | $289315.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $194356.00         | $197516.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $183136.00         | $186729.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $418363.00         | $426836.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $195253.00         | $199117.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $215024.00         | $220580.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $240339.00         | $244737.99         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $169783.00         | $173375.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $857652.00         | $876046.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $776713.00         | $792096.48         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $758439.00         | $774770.21         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $773030.00         | $782041.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1102700.00        | $1128507.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1177762.00        | $1223925.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1059338.00        | $1082199.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $960.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1022.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $389120.00         | $385938.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 4.5000%  | 0.0000% | $94817.00          | $89813.41          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $865000.00         | $822835.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 4.5000%  | 0.0000% | $32448.00          | $28441.99          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $86737.00          | $75228.33          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $6000.00           | $5446.67           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $2666545.00        | $2546688.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $6720.00           | $6531.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1105400.00        | $1080749.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $189676.00         | $179551.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 4.5000%  | 0.0000% | $17550465.00       | $16591332.09       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2046-07-20      | 3.0000%  | 0.0000% | $36010244.00       | $4368627.90        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-09-20      | 3.5000%  | 0.0000% | $68101.00          | $19982.30          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-04-20      | 3.5000%  | 0.0000% | $397736.00         | $281235.57         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-06-20      | 4.0000%  | 0.0000% | $25150977.00       | $18554444.57       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-06-20      | 4.5000%  | 0.0000% | $45486339.00       | $34529078.62       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-07-20      | 3.5000%  | 0.0000% | $19234473.00       | $13899666.76       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-09-20      | 4.5000%  | 0.0000% | $21146309.00       | $16405978.99       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-10-20      | 5.0000%  | 0.0000% | $50843085.00       | $39682640.74       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-01-20      | 5.0000%  | 0.0000% | $1000.00           | $789.91            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-01-20      | 6.0000%  | 0.0000% | $8831423.00        | $5505422.87        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $775.23            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-07-20      | 5.5000%  | 0.0000% | $1000.00           | $938.92            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-08-20      | 5.0000%  | 0.0000% | $1120.00           | $1062.04           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-04-20      | 4.5000%  | 0.0000% | $505062.00         | $434189.45         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-01-20      | 5.0000%  | 0.0000% | $15492224.00       | $14023005.35       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-02-20      | 6.0000%  | 0.0000% | $8653072.00        | $6129317.54        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-05-20      | 5.5000%  | 0.0000% | $121157.00         | $113197.20         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-06-20      | 4.0000%  | 0.0000% | $10151040.00       | $8984951.15        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2065-02-15      | 4.4700%  | 0.0000% | $1000.00           | $942.46            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2048-08-15      | 4.0000%  | 0.0000% | $39932.00          | $27094.51          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-03-20      | 4.0000%  | 0.0000% | $97000.00          | $25736.58          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-03-20      | 2.5000%  | 0.0000% | $19444.00          | $13790.23          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-03-20      | 5.5000%  | 0.0000% | $556632.00         | $557003.81         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-01-20      | 5.5000%  | 0.0000% | $794511.00         | $794248.22         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 6.0000%  | 0.0000% | $18581.00          | $19161.95          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $984.34            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-01-20      | 5.5000%  | 0.0000% | $198529096.00      | $195893492.18      | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-02-20      | 6.0000%  | 0.0000% | $15666320.00       | $15760087.87       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 6.5000%  | 0.0000% | $233144.00         | $239847.62         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 6.0000%  | 0.0000% | $4999.00           | $5103.89           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 6.5000%  | 0.0000% | $1065314.00        | $1101601.27        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 5.5000%  | 0.0000% | $9571456.00        | $9575031.47        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 6.0000%  | 0.0000% | $337990.00         | $345722.99         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2032-02-15      | 6.5000%  | 0.0000% | $3652018.00        | $31724.93          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2038-10-20      | 6.0000%  | 0.0000% | $650320.00         | $19059.95          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2040-12-20      | 3.5000%  | 0.0000% | $464001.00         | $28910.34          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2041-01-20      | 3.5000%  | 0.0000% | $391150.00         | $24965.18          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-10-01      | 3.5000%  | 0.0000% | $1000.00           | $656.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $745.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $185000.00         | $151807.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $873.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $2128.00           | $2044.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $741.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.0000%  | 0.0000% | $334983.00         | $263192.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $953914.00         | $726933.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $141000.00         | $140600.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-12-01      | 4.5000%  | 0.0000% | $1000.00           | $181.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $286.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $202.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1930637.00        | $310574.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.5000%  | 0.0000% | $939000.00         | $456190.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $661.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $705.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $758.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $866.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $880.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $842.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $847.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1020.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $992.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 3.0000%  | 0.0000% | $6856000.00        | $1650748.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 3.5000%  | 0.0000% | $3596000.00        | $1237801.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 3.5000%  | 0.0000% | $1110000.00        | $421872.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $60000.00          | $35020.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $860000.00         | $432908.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $615000.00         | $360867.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $631.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 4.5000%  | 0.0000% | $1000.00           | $326.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $699000.00         | $388643.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $400000.00         | $221531.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $202000.00         | $116210.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $207388.00         | $124603.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $1491000.00        | $734993.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $100000.00         | $56161.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $186698.00         | $100343.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 4.0000%  | 0.0000% | $11766222.00       | $5740746.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $498000.00         | $283507.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $253911.00         | $105418.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $98000.00          | $56897.32          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $898000.00         | $561254.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-12-01      | 2.0000%  | 0.0000% | $51119310.00       | $31454322.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $298000.00         | $171924.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $960000.00         | $580874.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $91722.00          | $55123.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $643.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $100000.00         | $61731.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-11-01      | 2.0000%  | 0.0000% | $55816.00          | $34845.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $500000.00         | $310380.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $100004.00         | $63148.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $99000.00          | $60085.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $200000.00         | $132331.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $93468.00          | $59998.16          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $360000.00         | $212100.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $338019.00         | $222100.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $332000.00         | $214852.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $646.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $189000.00         | $115009.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $655.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $1067468.00        | $719476.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $645.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $572981.00         | $399859.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $197000.00         | $129184.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $527612.00         | $359152.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $209000.00         | $136866.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1287000.00        | $947035.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $100000.00         | $75682.15          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 3.5000%  | 0.0000% | $897000.00         | $630978.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-07-01      | 3.0000%  | 0.0000% | $105001.00         | $63131.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $117000.00         | $89520.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $333000.00         | $249884.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $31458.00          | $24585.60          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $7000.00           | $5297.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $100000.00         | $73684.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $249719.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $300000.00         | $249181.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $300000.00         | $202442.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $1087297.00        | $775837.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $795.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $40000.00          | $29982.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $337000.00         | $265501.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $904.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-05-01      | 1.5000%  | 0.0000% | $574000.00         | $388071.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $892.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $813.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $599.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $104249.00         | $76719.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $632.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-01      | 5.0000%  | 0.0000% | $1000.00           | $96.39             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-03-01      | 4.0000%  | 0.0000% | $1000.00           | $129.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $1024.00           | $277.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $6697536.00        | $579940.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1050.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $552099.00         | $544733.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $975.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $938.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1014.00           | $952.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $979.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $911.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $942.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $970.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1026240.00        | $1024763.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1219641.00        | $1251587.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $214607.00         | $219642.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $993.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1005.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $4734688.00        | $4724724.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1248650.00        | $1273069.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $160.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $60691.00          | $6814.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $227.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-09-01      | 4.5000%  | 0.0000% | $598000.00         | $176858.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $2718500.00        | $586869.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-03-01      | 3.0000%  | 0.0000% | $4239000.00        | $967911.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 3.0000%  | 0.0000% | $773438.00         | $134407.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $210281.00         | $137718.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $6511502.00        | $6013142.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $16595.00          | $13061.62          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $216178.00         | $178969.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $80540.00          | $18252.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 2.0000%  | 0.0000% | $143936.00         | $59353.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $393000.00         | $212405.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $10010.00          | $5917.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $277000.00         | $161814.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $245000.00         | $158390.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.5000%  | 0.0000% | $200000.00         | $142491.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 5.0000%  | 0.0000% | $55000.00          | $49396.38          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $857.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $934.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $966.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 7.5000%  | 0.0000% | $6003.00           | $6095.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $27015.00          | $26697.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $625920.00         | $480607.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-11-01      | 3.0000%  | 0.0000% | $400168.00         | $40406.45          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-02-01      | 2.5000%  | 0.0000% | $299000.00         | $32851.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-05-01      | 2.5000%  | 0.0000% | $847134.00         | $53004.60          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-08-01      | 3.0000%  | 0.0000% | $349000.00         | $45143.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $580000.00         | $101836.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-10-01      | 3.5000%  | 0.0000% | $834000.00         | $90270.52          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-05-01      | 3.5000%  | 0.0000% | $7783766.00        | $1113926.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-02-01      | 3.5000%  | 0.0000% | $1422000.00        | $192789.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-03-01      | 3.0000%  | 0.0000% | $355000.00         | $37207.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-11-01      | 3.5000%  | 0.0000% | $821006.00         | $65972.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $343001.00         | $27248.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-01      | 3.0000%  | 0.0000% | $3571000.00        | $205394.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-08-01      | 3.5000%  | 0.0000% | $453997.00         | $36519.64          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $23001.00          | $13429.09          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $85147.00          | $47022.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-08-01      | 2.5000%  | 0.0000% | $33000.00          | $18792.69          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 1.5000%  | 0.0000% | $381919.00         | $233255.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $227000.00         | $134848.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $331000.00         | $26342.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 4.0000%  | 0.0000% | $935595.00         | $81087.26          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2027-01-15      | 2.3750%  | 0.0000% | $617400.00         | $1004464.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2040-02-15      | 2.1250%  | 0.0000% | $112000.00         | $162163.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2042-02-15      | 0.7500%  | 0.0000% | $13705800.00       | $14812271.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2044-08-15      | 3.1250%  | 0.0000% | $4999900.00        | $3901036.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2046-02-15      | 2.5000%  | 0.0000% | $96000.00          | $65717.79          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2051-02-15      | 0.1250%  | 0.0000% | $3481000.00        | $2271483.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2043-08-15      | 4.3750%  | 0.0000% | $3411300.00        | $3232479.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-02-15      | 2.1250%  | 0.0000% | $1437800.00        | $1352583.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2044-08-15      | 4.1250%  | 0.0000% | $21905800.00       | $19939444.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-15      | 2.2500%  | 0.0000% | $4799000.00        | $4693839.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $85.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-07-31      | 1.0000%  | 0.0000% | $583900.00         | $535946.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $100.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-15      | 1.2500%  | 0.0000% | $30042900.00       | $31924502.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-06-30      | 3.7500%  | 0.0000% | $200.00            | $200.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-07-15      | 1.3750%  | 0.0000% | $14243300.00       | $14475486.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-12-31      | 3.7500%  | 0.0000% | $37923000.00       | $37941228.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-05-31      | 4.6250%  | 0.0000% | $5141300.00        | $5402549.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-30      | 4.1250%  | 0.0000% | $800.00            | $815.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-12-31      | 4.2500%  | 0.0000% | $400.00            | $408.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $102.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-31      | 3.8750%  | 0.0000% | $128200.00         | $128835.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-05-15      | 0.0000%  | 0.0000% | $78212668.41       | $66777350.59       | U.S. Treasuries (including strips) |

### Security 65: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 987UQV005, C.3 - LEI: N/A, C.5 - Other ID: 987UQV005_4.25_0602
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 4.9600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-08-15      | 1.6250%  | 0.0000% | $1965936400.00     | $1800637534.31     | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Government Cash Management Portfolio

**Date:** 2025-06-05

**By:** /s/Diane Kenneally

**Name of Signing Officer:** Diane Kenneally

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