# EDGAR Filing Document

**Accession Number:** 0001403166
**File Stem:** 0001410368-26-042797
**Filing Date:** 2026-5
**Character Count:** 195912
**Document Hash:** 9c165f250c60444698a444c64eeb40ba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-042797.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001410368-26-042797

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Master Trust
- **CENTRAL INDEX KEY:** 0001403166

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22078
- **FILM NUMBER:** 26952258

**BUSINESS ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC.
- **STREET 2:** 1285 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212-821-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC.
- **STREET 2:** 1285 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

## Series and Classes Contracts Data

### Government Master Fund (Series ID: S000054189)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000170250 | Government Master Fund |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001403166

### General Information

**Report for (YYYY-MM-DD):** 2026-04-30

**Registrant Full Name:** Master Trust

**CIK Number of Registrant:** 0001403166

**LEI of Registrant:** 549300EBIIAXTNCMYQ69

**Name of Series:** Government Master Fund

**LEI of Series:** 54930015XY4J2ENG8G36

**EDGAR Series Identifier:** S000054189

**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            | UBS ASSET MANAGEMENT (AMERICAS) LLC               | 801-34910         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: New York<br>State: NY |  |
| Administrator                 | UBS ASSET MANAGEMENT (AMERICAS) LLC               |  |
| Transfer Agent                | None<br>CIK: —                                    |  |

### 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:** 41 days

- **WAL:** 97 days

- **Total Value of Portfolio Securities:** $23909098122.06

- **Amortized Cost of Portfolio Securities:** $23909889296.81

- **Cash:** $474995878.32

- **Total Other Assets:** $22893043.13

- **Total Liabilities:** $246973649.47

- **Net Assets of Series:** $24160804568.79

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $13850449478.24           | $15059021659.23            | 54.4400%                  | 59.2000%                   |
| 2026-04-02 | $13703237170.69           | $14911906870.69            | 54.1600%                  | 58.9400%                   |
| 2026-04-03 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2026-04-06 | $13296372746.65           | $14505447246.65            | 53.4100%                  | 58.2700%                   |
| 2026-04-07 | $12943790116.11           | $14073973716.11            | 52.5600%                  | 57.1500%                   |
| 2026-04-08 | $12797670040.52           | $13801979687.08            | 52.5400%                  | 56.6700%                   |
| 2026-04-09 | $12873827117.29           | $13878233272.50            | 52.6900%                  | 56.8000%                   |
| 2026-04-10 | $12732383403.16           | $13940623361.07            | 52.4000%                  | 57.3700%                   |
| 2026-04-13 | $12441462099.78           | $13988968133.95            | 51.8200%                  | 58.2700%                   |
| 2026-04-14 | $11848935428.90           | $13396566256.33            | 50.6000%                  | 57.2100%                   |
| 2026-04-15 | $11978048297.30           | $13525810253.42            | 50.8800%                  | 57.4500%                   |
| 2026-04-16 | $11907274239.82           | $13455173002.48            | 50.4800%                  | 57.0500%                   |
| 2026-04-17 | $11821995198.26           | $13370013260.54            | 49.8000%                  | 56.3200%                   |
| 2026-04-20 | $12129890238.73           | $13806551803.52            | 50.4400%                  | 57.4200%                   |
| 2026-04-21 | $12458729047.24           | $14079584184.78            | 51.5500%                  | 58.2600%                   |
| 2026-04-22 | $12999674704.95           | $14620668978.67            | 52.6100%                  | 59.1700%                   |
| 2026-04-23 | $12656422820.01           | $14404548307.30            | 51.8100%                  | 58.9700%                   |
| 2026-04-24 | $12596604862.95           | $14344854153.16            | 50.9300%                  | 58.0000%                   |
| 2026-04-27 | $12891772026.52           | $14793631891.35            | 51.4300%                  | 59.0200%                   |
| 2026-04-28 | $13108637237.75           | $15010636176.20            | 51.8200%                  | 59.3400%                   |
| 2026-04-29 | $12787772006.41           | $14562924300.71            | 51.4600%                  | 58.6000%                   |
| 2026-04-30 | $12364746343.13           | $14140044226.65            | 50.6600%                  | 57.9300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 0.0000%             |
| 2026-04-02 | 0.0000%             |
| 2026-04-03 | 0.0000%             |
| 2026-04-06 | 0.0000%             |
| 2026-04-07 | 0.0000%             |
| 2026-04-08 | 0.0000%             |
| 2026-04-09 | 0.0000%             |
| 2026-04-10 | 0.0000%             |
| 2026-04-13 | 0.0000%             |
| 2026-04-14 | 0.0000%             |
| 2026-04-15 | 0.0000%             |
| 2026-04-16 | 0.0000%             |
| 2026-04-17 | 0.0000%             |
| 2026-04-20 | 0.0000%             |
| 2026-04-21 | 0.0000%             |
| 2026-04-22 | 0.0000%             |
| 2026-04-23 | 0.0000%             |
| 2026-04-24 | 0.0000%             |
| 2026-04-27 | 0.0000%             |
| 2026-04-28 | 0.0000%             |
| 2026-04-29 | 0.0000%             |
| 2026-04-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 0.0000                      |
|  |  |
| 2026-04-02 | 0.0000                      |
|  |  |
| 2026-04-03 | 0.0000                      |
|  |  |
| 2026-04-06 | 0.0000                      |
|  |  |
| 2026-04-07 | 0.0000                      |
|  |  |
| 2026-04-08 | 0.0000                      |
|  |  |
| 2026-04-09 | 0.0000                      |
|  |  |
| 2026-04-10 | 0.0000                      |
|  |  |
| 2026-04-13 | 0.0000                      |
|  |  |
| 2026-04-14 | 0.0000                      |
|  |  |
| 2026-04-15 | 0.0000                      |
|  |  |
| 2026-04-16 | 0.0000                      |
|  |  |
| 2026-04-17 | 0.0000                      |
|  |  |
| 2026-04-20 | 0.0000                      |
|  |  |
| 2026-04-21 | 0.0000                      |
|  |  |
| 2026-04-22 | 0.0000                      |
|  |  |
| 2026-04-23 | 0.0000                      |
|  |  |
| 2026-04-24 | 0.0000                      |
|  |  |
| 2026-04-27 | 0.0000                      |
|  |  |
| 2026-04-28 | 0.0000                      |
|  |  |
| 2026-04-29 | 0.0000                      |
|  |  |
| 2026-04-30 | 0.0000                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $24160804568.79

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.0000          |
|  |  |
| 2026-04-02 | 0.0000          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 0.0000          |
|  |  |
| 2026-04-07 | 0.0000          |
|  |  |
| 2026-04-08 | 0.0000          |
|  |  |
| 2026-04-09 | 0.0000          |
|  |  |
| 2026-04-10 | 0.0000          |
|  |  |
| 2026-04-13 | 0.0000          |
|  |  |
| 2026-04-14 | 0.0000          |
|  |  |
| 2026-04-15 | 0.0000          |
|  |  |
| 2026-04-16 | 0.0000          |
|  |  |
| 2026-04-17 | 0.0000          |
|  |  |
| 2026-04-20 | 0.0000          |
|  |  |
| 2026-04-21 | 0.0000          |
|  |  |
| 2026-04-22 | 0.0000          |
|  |  |
| 2026-04-23 | 0.0000          |
|  |  |
| 2026-04-24 | 0.0000          |
|  |  |
| 2026-04-27 | 0.0000          |
|  |  |
| 2026-04-28 | 0.0000          |
|  |  |
| 2026-04-29 | 0.0000          |
|  |  |
| 2026-04-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $0.00                     | $0.00                   |
| 2026-04-02 | $0.00                     | $0.00                   |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $0.00                     | $0.00                   |
| 2026-04-07 | $0.00                     | $0.00                   |
| 2026-04-08 | $0.00                     | $0.00                   |
| 2026-04-09 | $0.00                     | $0.00                   |
| 2026-04-10 | $0.00                     | $0.00                   |
| 2026-04-13 | $0.00                     | $0.00                   |
| 2026-04-14 | $0.00                     | $0.00                   |
| 2026-04-15 | $0.00                     | $0.00                   |
| 2026-04-16 | $0.00                     | $0.00                   |
| 2026-04-17 | $0.00                     | $0.00                   |
| 2026-04-20 | $0.00                     | $0.00                   |
| 2026-04-21 | $0.00                     | $0.00                   |
| 2026-04-22 | $0.00                     | $0.00                   |
| 2026-04-23 | $0.00                     | $0.00                   |
| 2026-04-24 | $0.00                     | $0.00                   |
| 2026-04-27 | $0.00                     | $0.00                   |
| 2026-04-28 | $0.00                     | $0.00                   |
| 2026-04-29 | $0.00                     | $0.00                   |
| 2026-04-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 0.0000%           |
| 2026-04-02 | 0.0000%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 0.0000%           |
| 2026-04-07 | 0.0000%           |
| 2026-04-08 | 0.0000%           |
| 2026-04-09 | 0.0000%           |
| 2026-04-10 | 0.0000%           |
| 2026-04-13 | 0.0000%           |
| 2026-04-14 | 0.0000%           |
| 2026-04-15 | 0.0000%           |
| 2026-04-16 | 0.0000%           |
| 2026-04-17 | 0.0000%           |
| 2026-04-20 | 0.0000%           |
| 2026-04-21 | 0.0000%           |
| 2026-04-22 | 0.0000%           |
| 2026-04-23 | 0.0000%           |
| 2026-04-24 | 0.0000%           |
| 2026-04-27 | 0.0000%           |
| 2026-04-28 | 0.0000%           |
| 2026-04-29 | 0.0000%           |
| 2026-04-30 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2PY5, C.4 - ISIN: US3130B2PY55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64002188.80
- **C.18.a - Value (excl. sponsor support):** $64002188.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **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 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XA1, C.4 - ISIN: US3130B5XA19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69008112.33
- **C.18.a - Value (excl. sponsor support):** $69008112.33
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XG8, C.4 - ISIN: US3130B5XG88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104012914.72
- **C.18.a - Value (excl. sponsor support):** $104012914.72
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **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 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y85, C.4 - ISIN: US3130B5Y855, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103012790.54
- **C.18.a - Value (excl. sponsor support):** $103012790.54
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **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 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YZ5, C.4 - ISIN: US3130B5YZ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69026433.21
- **C.18.a - Value (excl. sponsor support):** $69026433.21
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **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 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z27, C.4 - ISIN: US3130B5Z274, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69004878.99
- **C.18.a - Value (excl. sponsor support):** $69004878.99
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103048978.56
- **C.18.a - Value (excl. sponsor support):** $103048978.56
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZT8, C.4 - ISIN: US3130B5ZT81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $102041099.88
- **C.18.a - Value (excl. sponsor support):** $102041099.88
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **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 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V68, C.4 - ISIN: US3130B7V683, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88005389.12
- **C.18.a - Value (excl. sponsor support):** $88005389.12
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-29
- **C.13 - Final Legal Maturity Date:** 2027-09-29
- **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 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82Y7, C.4 - ISIN: US3130B82Y72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88014247.20
- **C.18.a - Value (excl. sponsor support):** $88014247.20
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **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 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B68, C.4 - ISIN: US3130B8B683, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $131997761.28
- **C.18.a - Value (excl. sponsor support):** $131997761.28
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BT8, C.4 - ISIN: US3130B8BT86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125998826.94
- **C.18.a - Value (excl. sponsor support):** $125998826.94
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EA6, C.4 - ISIN: US3130B8EA68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126998340.11
- **C.18.a - Value (excl. sponsor support):** $126998340.11
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ER9, C.4 - ISIN: US3130B8ER93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126997813.06
- **C.18.a - Value (excl. sponsor support):** $126997813.06
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **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 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8H47, C.4 - ISIN: US3130B8H474, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $66997156.52
- **C.18.a - Value (excl. sponsor support):** $66997156.52
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8N99, C.4 - ISIN: US3130B8N993, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $80020543.20
- **C.18.a - Value (excl. sponsor support):** $80020543.20
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **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 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SS2, C.4 - ISIN: US3130B8SS21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999683.00
- **C.18.a - Value (excl. sponsor support):** $99999683.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TA0, C.4 - ISIN: US3130B8TA04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99998213.00
- **C.18.a - Value (excl. sponsor support):** $99998213.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8U67, C.4 - ISIN: US3130B8U675, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $70015343.30
- **C.18.a - Value (excl. sponsor support):** $70015343.30
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-08
- **C.13 - Final Legal Maturity Date:** 2027-12-08
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94C1, C.4 - ISIN: US3130B94C17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97985089.30
- **C.18.a - Value (excl. sponsor support):** $97985089.30
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-09
- **C.13 - Final Legal Maturity Date:** 2027-03-09
- **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 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94N7, C.4 - ISIN: US3130B94N71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97998645.64
- **C.18.a - Value (excl. sponsor support):** $97998645.64
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **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 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94T4, C.4 - ISIN: US3130B94T42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83995374.96
- **C.18.a - Value (excl. sponsor support):** $83995374.96
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H78, C.4 - ISIN: US3130B9H787, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $93999137.08
- **C.18.a - Value (excl. sponsor support):** $93999137.08
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JR2, C.4 - ISIN: US3130B9JR22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $87999281.92
- **C.18.a - Value (excl. sponsor support):** $87999281.92
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA3X3, C.4 - ISIN: US3130BA3X38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65998817.94
- **C.18.a - Value (excl. sponsor support):** $65998817.94
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-30
- **C.13 - Final Legal Maturity Date:** 2028-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384AQ2, C.4 - ISIN: US313384AQ29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $117871477.24
- **C.18.a - Value (excl. sponsor support):** $117871477.24
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $426049495.40
- **C.18.a - Value (excl. sponsor support):** $426049495.40
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A55, C.4 - ISIN: US313385A558, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174330321.44
- **C.18.a - Value (excl. sponsor support):** $174330321.44
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 29: 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: 313385A63, C.4 - ISIN: US313385A632, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385A63
- **C.18 - Value (incl. sponsor support):** $120830426.26
- **C.18.a - Value (excl. sponsor support):** $120830426.26
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A89, C.4 - ISIN: US313385A897, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385A89
- **C.18 - Value (incl. sponsor support):** $504018727.49
- **C.18.a - Value (excl. sponsor support):** $504018727.49
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A97, C.4 - ISIN: US313385A970, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174260020.00
- **C.18.a - Value (excl. sponsor support):** $174260020.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **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 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B62, C.4 - ISIN: US313385B622, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174172141.44
- **C.18.a - Value (excl. sponsor support):** $174172141.44
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $306718563.20
- **C.18.a - Value (excl. sponsor support):** $306718563.20
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C46, C.4 - ISIN: US313385C463, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $211649269.92
- **C.18.a - Value (excl. sponsor support):** $211649269.92
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385C61
- **C.18 - Value (incl. sponsor support):** $262036123.40
- **C.18.a - Value (excl. sponsor support):** $262036123.40
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **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 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D29, C.4 - ISIN: US313385D297, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $203613718.66
- **C.18.a - Value (excl. sponsor support):** $203613718.66
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D94, C.4 - ISIN: US313385D941, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192604830.60
- **C.18.a - Value (excl. sponsor support):** $192604830.60
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: 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: 313385E36, C.4 - ISIN: US313385E360, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $166893367.68
- **C.18.a - Value (excl. sponsor support):** $166893367.68
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: 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: 313385E51, C.4 - ISIN: US313385E519, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385E51
- **C.18 - Value (incl. sponsor support):** $302124595.68
- **C.18.a - Value (excl. sponsor support):** $302124595.68
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** DBRS Ltd.: R-1H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal 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: 313385F76, C.4 - ISIN: US313385F763, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $130196623.92
- **C.18.a - Value (excl. sponsor support):** $130196623.92
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: 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: 313385F92, C.4 - ISIN: US313385F920, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129184157.91
- **C.18.a - Value (excl. sponsor support):** $129184157.91
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: 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: 313385H66, C.4 - ISIN: US313385H660, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115226539.74
- **C.18.a - Value (excl. sponsor support):** $115226539.74
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal 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: 313385P34, C.4 - ISIN: US313385P341, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $114704703.36
- **C.18.a - Value (excl. sponsor support):** $114704703.36
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-11-13
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **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 44: 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: 313385Q25, C.4 - ISIN: US313385Q257, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119521570.00
- **C.18.a - Value (excl. sponsor support):** $119521570.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **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 45: 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: 313385T22, C.4 - ISIN: US313385T228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118248862.93
- **C.18.a - Value (excl. sponsor support):** $118248862.93
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-12-14
- **C.12 - Maturity Date (WAL):** 2026-12-14
- **C.13 - Final Legal Maturity Date:** 2026-12-14
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: 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: 313385WJ1, C.4 - ISIN: US313385WJ13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205917828.66
- **C.18.a - Value (excl. sponsor support):** $205917828.66
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: 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: 313385WT9, C.4 - ISIN: US313385WT94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $170778317.31
- **C.18.a - Value (excl. sponsor support):** $170778317.31
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: 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: 313385WV4, C.4 - ISIN: US313385WV41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $80878837.77
- **C.18.a - Value (excl. sponsor support):** $80878837.77
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: 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: 313385XK7, C.4 - ISIN: US313385XK76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $212384016.78
- **C.18.a - Value (excl. sponsor support):** $212384016.78
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: 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: 313385XW1, C.4 - ISIN: US313385XW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204180000.00
- **C.18.a - Value (excl. sponsor support):** $204180000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: 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: 313385XY7, C.4 - ISIN: US313385XY70, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385XY7
- **C.18 - Value (incl. sponsor support):** $213101200.00
- **C.18.a - Value (excl. sponsor support):** $213101200.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: 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: 313385XZ4, C.4 - ISIN: US313385XZ46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126453900.00
- **C.18.a - Value (excl. sponsor support):** $126453900.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: 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: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128367900.00
- **C.18.a - Value (excl. sponsor support):** $128367900.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 54: 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: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133236200.00
- **C.18.a - Value (excl. sponsor support):** $133236200.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **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? Yes, C.23 Categorized at Level 3? No

### Security 55: 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: 313385YV2, C.4 - ISIN: US313385YV23, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385YV2
- **C.18 - Value (incl. sponsor support):** $169924196.25
- **C.18.a - Value (excl. sponsor support):** $169924196.25
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: 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: 313385ZC3, C.4 - ISIN: US313385ZC33, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385ZC3
- **C.18 - Value (incl. sponsor support):** $128098253.88
- **C.18.a - Value (excl. sponsor support):** $128098253.88
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: 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: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $279916098.96
- **C.18.a - Value (excl. sponsor support):** $279916098.96
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **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 58: 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: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $139915807.29
- **C.18.a - Value (excl. sponsor support):** $139915807.29
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: 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: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $514957420.77
- **C.18.a - Value (excl. sponsor support):** $514957420.77
- **C.19 - Percentage of Net Assets:** 2.1300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: 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: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250903017.09
- **C.18.a - Value (excl. sponsor support):** $250903017.09
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: 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: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $210200503.72
- **C.18.a - Value (excl. sponsor support):** $210200503.72
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100019940.00
- **C.18.a - Value (excl. sponsor support):** $100019940.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61496997.57
- **C.18.a - Value (excl. sponsor support):** $61496997.57
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3Q8, C.4 - ISIN: US3133ET3Q84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139997152.40
- **C.18.a - Value (excl. sponsor support):** $139997152.40
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3R6, C.4 - ISIN: US3133ET3R67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $131996784.48
- **C.18.a - Value (excl. sponsor support):** $131996784.48
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **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 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63034501.32
- **C.18.a - Value (excl. sponsor support):** $63034501.32
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63995016.32
- **C.18.a - Value (excl. sponsor support):** $63995016.32
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28002082.36
- **C.18.a - Value (excl. sponsor support):** $28002082.36
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68045677.64
- **C.18.a - Value (excl. sponsor support):** $68045677.64
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETER4, C.4 - ISIN: US3133ETER42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94998152.25
- **C.18.a - Value (excl. sponsor support):** $94998152.25
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $22009391.36
- **C.18.a - Value (excl. sponsor support):** $22009391.36
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79049884.55
- **C.18.a - Value (excl. sponsor support):** $79049884.55
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $67015314.86
- **C.18.a - Value (excl. sponsor support):** $67015314.86
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **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 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAD2, C.4 - ISIN: US3133EWAD21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $190998030.79
- **C.18.a - Value (excl. sponsor support):** $190998030.79
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **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 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAG5, C.4 - ISIN: US3133EWAG51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $83998893.72
- **C.18.a - Value (excl. sponsor support):** $83998893.72
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $81029667.87
- **C.18.a - Value (excl. sponsor support):** $81029667.87
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78998713.09
- **C.18.a - Value (excl. sponsor support):** $78998713.09
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **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 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWER7, C.4 - ISIN: US3133EWER70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $131998641.72
- **C.18.a - Value (excl. sponsor support):** $131998641.72
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWET3, C.4 - ISIN: US3133EWET37, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79002133.00
- **C.18.a - Value (excl. sponsor support):** $79002133.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-23
- **C.13 - Final Legal Maturity Date:** 2028-02-23
- **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 80: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMZ0, C.4 - ISIN: US3133EWMZ05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60999604.11
- **C.18.a - Value (excl. sponsor support):** $60999604.11
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-27
- **C.13 - Final Legal Maturity Date:** 2028-04-27
- **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 81: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $43014982.49
- **C.18.a - Value (excl. sponsor support):** $43014982.49
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 3.650000%
- **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: 45599P007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 45599P007_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.1400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA                             | 2041-02-01      | 4.5000%  | 0.0000% | $8377000.00        | $627675.29         | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-12-01      | 3.1350%  | 0.0000% | $400000.00         | $321017.05         | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-08-01      | 3.7900%  | 0.0000% | $5000000.00        | $4616289.27        | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-12-01      | 3.5000%  | 0.0000% | $318731.00         | $41280.36          | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-06-01      | 5.5000%  | 0.0000% | $3637871.00        | $29638.28          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-09-01      | 6.0000%  | 0.0000% | $425000.00         | $258168.04         | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-04-01      | 4.5000%  | 0.0000% | $1902518.00        | $1843558.97        | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-07-01      | 5.5000%  | 0.0000% | $1002782.00        | $798392.31         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-08-01      | 6.0000%  | 0.0000% | $3572750.00        | $2462282.05        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-08-01      | 5.5000%  | 0.0000% | $2668000.00        | $2117748.40        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 6.0000%  | 0.0000% | $192056.00         | $195937.18         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-01      | 5.0000%  | 0.0000% | $1238010.00        | $1208845.95        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-01      | 5.5000%  | 0.0000% | $2210252.00        | $1785403.33        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 7.0000%  | 0.0000% | $1006474.00        | $862721.62         | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-01-01      | 4.5000%  | 0.0000% | $2836232.00        | $2754653.95        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 7.5000%  | 0.0000% | $1173902.00        | $1157159.09        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-10-01      | 5.5000%  | 0.0000% | $1129818.00        | $1146249.99        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 7.0000%  | 0.0000% | $18347456.00       | $17466538.63       | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-03-01      | 5.5000%  | 0.0000% | $2138784.00        | $2175370.68        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-11-01      | 6.0000%  | 0.0000% | $5801320.00        | $5960574.34        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-12-01      | 4.0000%  | 0.0000% | $1555150.00        | $1460498.89        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-08-01      | 3.5000%  | 0.0000% | $2205228.00        | $1379123.95        | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-04-01      | 4.0800%  | 0.0000% | $2815120.00        | $2449617.96        | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-06-01      | 3.5000%  | 0.0000% | $51000000.00       | $13084418.25       | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-05-01      | 2.5000%  | 0.0000% | $4098000.00        | $1754730.64        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-12-01      | 2.0000%  | 0.0000% | $150000.00         | $93856.24          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-06-01      | 5.0000%  | 0.0000% | $1079668.00        | $739436.45         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-11-01      | 1.5000%  | 0.0000% | $91984.00          | $63036.48          | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 4.5000%  | 0.0000% | $2585404.00        | $2484549.25        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-12-01      | 5.5000%  | 0.0000% | $14673700.00       | $14475799.06       | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-01-01      | 5.0000%  | 0.0000% | $1243006.00        | $1229699.34        | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-12-01      | 2.0000%  | 0.0000% | $1004580.00        | $704994.20         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-01      | 5.5000%  | 0.0000% | $1045412.00        | $813123.31         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-09-01      | 5.5000%  | 0.0000% | $12642368.00       | $11231125.53       | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-03-01      | 3.7900%  | 0.0000% | $58579000.00       | $57302566.87       | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-07-01      | 4.5000%  | 0.0000% | $3500000.00        | $501033.84         | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-03-01      | 2.5000%  | 0.0000% | $6630104.00        | $1925763.70        | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-10-01      | 2.5000%  | 0.0000% | $174200000.00      | $87030300.81       | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-03-01      | 3.0000%  | 0.0000% | $554900.00         | $299916.06         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 3.0000%  | 0.0000% | $290000.00         | $191052.90         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-09-01      | 4.5000%  | 0.0000% | $254100.00         | $179457.72         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-11-01      | 4.5000%  | 0.0000% | $190000.00         | $141022.22         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-04-01      | 4.5000%  | 0.0000% | $5000000.00        | $3659668.89        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-02-01      | 5.5000%  | 0.0000% | $2881196.00        | $2912402.87        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-01-01      | 6.5000%  | 0.0000% | $9968384.00        | $10167076.28       | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-01-01      | 6.0000%  | 0.0000% | $1703148.00        | $1784848.82        | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-02-01      | 6.0000%  | 0.0000% | $1510606.00        | $1543904.41        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-02-01      | 5.5000%  | 0.0000% | $1716000.00        | $1737710.13        | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-03-01      | 5.5000%  | 0.0000% | $4484528.00        | $4565296.83        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-02-01      | 6.0000%  | 0.0000% | $9931007.00        | $10205860.77       | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-03-01      | 5.5000%  | 0.0000% | $1861880.00        | $1884940.50        | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-03-01      | 6.0000%  | 0.0000% | $3237504.00        | $3344400.39        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-03-01      | 5.0000%  | 0.0000% | $1826000.00        | $1810047.46        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-04-01      | 6.0000%  | 0.0000% | $5612400.00        | $5820093.18        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-03-01      | 4.5000%  | 0.0000% | $4183152.00        | $4046977.68        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-03-01      | 6.5000%  | 0.0000% | $1456208.00        | $1535815.25        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-04-01      | 4.5000%  | 0.0000% | $2513220.00        | $2425262.33        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-05-01      | 5.0000%  | 0.0000% | $9952200.00        | $9881149.03        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-01      | 5.5000%  | 0.0000% | $27115296.00       | $22475789.58       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-01      | 6.0000%  | 0.0000% | $245000.00         | $182444.50         | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-02-01      | 2.5000%  | 0.0000% | $10640128.00       | $9367981.19        | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-11-01      | 3.0000%  | 0.0000% | $37119424.00       | $33573355.95       | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-04-01      | 5.5000%  | 0.0000% | $34724992.00       | $35049794.14       | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-05-01      | 5.0000%  | 0.0000% | $44185984.00       | $43968932.63       | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-04-01      | 5.0000%  | 0.0000% | $112606976.00      | $111583691.39      | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-05-01      | 5.0000%  | 0.0000% | $92215296.00       | $91427572.45       | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-01      | 5.5000%  | 0.0000% | $5093760.00        | $3759208.88        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-06-01      | 5.5000%  | 0.0000% | $440000.00         | $405383.48         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-09-01      | 6.0000%  | 0.0000% | $20000.00          | $14890.26          | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-09-01      | 6.5000%  | 0.0000% | $1310658.00        | $1343186.22        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-04-01      | 6.0000%  | 0.0000% | $873587.00         | $563414.35         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-11-01      | 1.5000%  | 0.0000% | $28773632.00       | $17586272.53       | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-11-01      | 2.0000%  | 0.0000% | $5147000.00        | $2452220.55        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-01      | 3.0000%  | 0.0000% | $244000.00         | $171169.78         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-02-01      | 5.5000%  | 0.0000% | $81119.00          | $54445.73          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 5.5000%  | 0.0000% | $2724488.00        | $1907552.27        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-11-01      | 7.0000%  | 0.0000% | $550000.00         | $131823.17         | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-01-01      | 5.0000%  | 0.0000% | $20273.00          | $14310.03          | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-04-01      | 4.5000%  | 0.0000% | $9648864.00        | $9597242.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-05-01      | 5.0000%  | 0.0000% | $63700928.00       | $63128306.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-03-01      | 5.0000%  | 0.0000% | $55142080.00       | $55149622.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-05-01      | 5.0000%  | 0.0000% | $70194688.00       | $69490128.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-04-01      | 5.0000%  | 0.0000% | $108795520.00      | $108474875.43      | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-11-01      | 6.5000%  | 0.0000% | $3920476.00        | $4057414.79        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-12-01      | 6.0000%  | 0.0000% | $11391136.00       | $10973010.73       | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-01-01      | 5.0000%  | 0.0000% | $7939504.00        | $7319942.87        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-12-01      | 6.0000%  | 0.0000% | $1206796.00        | $1085934.55        | Agency Mortgage-Backed Securities |

### Security 83: MUFG Securities Americas Inc. Tri Party Repo

- **C.1 - Title:** MUFG Securities Americas Inc. Tri Party Repo 3.630000%
- **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: 606745008, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 606745008_3.63_0604
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.5000%  | 0.0000% | $2849444.00        | $2121921.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 4.5000%  | 0.0000% | $2366995.00        | $1799023.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 6.0000%  | 0.0000% | $4040000.00        | $2548319.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.5000%  | 0.0000% | $3298009.00        | $2373666.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 6.0000%  | 0.0000% | $10883000.00       | $6442787.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.0000%  | 0.0000% | $413802.00         | $258494.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 3.0000%  | 0.0000% | $5235000.00        | $3716326.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 6.0000%  | 0.0000% | $6450000.00        | $4677560.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.0000%  | 0.0000% | $2633000.00        | $2388515.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.0000%  | 0.0000% | $5520901.00        | $4265534.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-07-01      | 5.5000%  | 0.0000% | $4100500.00        | $2219724.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $9710252.00        | $8402640.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.0000%  | 0.0000% | $8902250.00        | $8237866.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 2.5000%  | 0.0000% | $3494354.00        | $2803338.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 5.5000%  | 0.0000% | $2878590.00        | $2654129.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-03-01      | 5.0000%  | 0.0000% | $5826000.00        | $5753769.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.0000%  | 0.0000% | $3661708.00        | $3496196.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.0000%  | 0.0000% | $3513062.00        | $3381821.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-02-01      | 5.0000%  | 0.0000% | $2424986.00        | $2316348.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 4.5000%  | 0.0000% | $3078915.00        | $2882600.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 7.0000%  | 0.0000% | $12804608.00       | $6567511.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-04-01      | 4.0000%  | 0.0000% | $4178729.00        | $3930229.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-04-01      | 5.0000%  | 0.0000% | $2599516.00        | $2625765.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-10-01      | 4.5000%  | 0.0000% | $8700000.00        | $5436779.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 6.0000%  | 0.0000% | $3785115.00        | $2923841.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 6.0000%  | 0.0000% | $3105000.00        | $2265264.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-01      | 2.5000%  | 0.0000% | $10297015.00       | $5510023.42        | Agency Mortgage-Backed Securities |

### Security 84: Fixed Income Clearing Corp. - State Street Bank and Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.64_0501
- **C.18 - Value (incl. sponsor support):** $5748000000.00
- **C.18.a - Value (excl. sponsor support):** $5748000000.00
- **C.19 - Percentage of Net Assets:** 23.7900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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. - State Street Bank and Trust Co.

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

**Collateral:**
| Issuer Name                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                 | 2033-05-15      | 3.3750%  | 0.0000% | $250000000.00      | $240734370.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2032-11-30      | 3.7500%  | 0.0000% | $500000000.00      | $494535985.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2032-09-30      | 3.8750%  | 0.0000% | $549020000.00      | $540769947.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2032-12-31      | 3.8750%  | 0.0000% | $250000000.00      | $248240627.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2033-01-31      | 4.0000%  | 0.0000% | $500000000.00      | $498393700.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2032-07-31      | 4.0000%  | 0.0000% | $156962800.00      | $156918392.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2033-04-30      | 4.1250%  | 0.0000% | $650000000.00      | $645531263.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2033-03-31      | 4.2500%  | 0.0000% | $200000000.00      | $200884226.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2034-05-15      | 4.3750%  | 0.0000% | $33175700.00       | $33991603.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Inflation Index Note | 2026-07-15      | 0.1250%  | 0.0000% | $1099338300.00     | $1518520798.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                 | 2026-07-23      | 0.0000%  | 0.0000% | $169000000.00      | $167577549.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                 | 2026-07-30      | 0.0000%  | 0.0000% | $1127120800.00     | $1116861916.00     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134825353.20
- **C.18.a - Value (excl. sponsor support):** $134825353.20
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $202167700.00
- **C.18.a - Value (excl. sponsor support):** $202167700.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $205570112.31
- **C.18.a - Value (excl. sponsor support):** $205570112.31
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $128018458.10
- **C.18.a - Value (excl. sponsor support):** $128018458.10
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $236668191.29
- **C.18.a - Value (excl. sponsor support):** $236668191.29
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197881277.22
- **C.18.a - Value (excl. sponsor support):** $197881277.22
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199602500.00
- **C.18.a - Value (excl. sponsor support):** $199602500.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198467177.50
- **C.18.a - Value (excl. sponsor support):** $198467177.50
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $264099938.10
- **C.18.a - Value (excl. sponsor support):** $264099938.10
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198042644.83
- **C.18.a - Value (excl. sponsor support):** $198042644.83
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199885748.46
- **C.18.a - Value (excl. sponsor support):** $199885748.46
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $258383522.80
- **C.18.a - Value (excl. sponsor support):** $258383522.80
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $202920154.00
- **C.18.a - Value (excl. sponsor support):** $202920154.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $233050853.60
- **C.18.a - Value (excl. sponsor support):** $233050853.60
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $238836950.29
- **C.18.a - Value (excl. sponsor support):** $238836950.29
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 100: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.4 - ISIN: US912797UL95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $230914520.30
- **C.18.a - Value (excl. sponsor support):** $230914520.30
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 101: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.4 - ISIN: US912797US49, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $122822654.72
- **C.18.a - Value (excl. sponsor support):** $122822654.72
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 102: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UV7, C.4 - ISIN: US912797UV77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $234240298.53
- **C.18.a - Value (excl. sponsor support):** $234240298.53
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 103: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UW5, C.4 - ISIN: US912797UW50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $245037528.40
- **C.18.a - Value (excl. sponsor support):** $245037528.40
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 104: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123993558.20
- **C.18.a - Value (excl. sponsor support):** $123993558.20
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 105: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.825200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $516210352.56
- **C.18.a - Value (excl. sponsor support):** $516210352.56
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 106: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.741200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $370110970.40
- **C.18.a - Value (excl. sponsor support):** $370110970.40
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 107: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 3.760000%
- **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: 922JUL005, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 922JUL005_3.76_0729
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA                             | 2053-04-20      | 0.0700%  | 0.0000% | $147320832.00      | $130892.81         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-05-20      | 0.0500%  | 0.0000% | $99999744.00       | $70826.14          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-01-20      | 0.0000%  | 0.0000% | $1170000.00        | $627049.68         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-07-20      | 0.0300%  | 0.0000% | $29999104.00       | $16823.21          | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-08-20      | 2.0599%  | 0.0000% | $34801088.00       | $1845937.82        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-10-20      | 0.0500%  | 0.0000% | $49995776.00       | $23934.58          | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-10-20      | 1.9699%  | 0.0000% | $50396544.00       | $1882477.65        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-09-20      | 2.0599%  | 0.0000% | $89176832.00       | $4073037.10        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-09-20      | 0.0500%  | 0.0000% | $65921024.00       | $37691.17          | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-11-20      | 1.8599%  | 0.0000% | $56784640.00       | $2316798.51        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 2.0099%  | 0.0000% | $25000000.00       | $1074220.33        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 2.7599%  | 0.0000% | $48333312.00       | $2235397.24        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 2.7599%  | 0.0000% | $27777760.00       | $829186.63         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-01-20      | 2.1599%  | 0.0000% | $50466480.00       | $2379810.19        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-01-20      | 2.1099%  | 0.0000% | $50000000.00       | $2308660.59        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-01-20      | 6.0000%  | 0.0000% | $11347152.00       | $953904.30         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-02-20      | 1.5599%  | 0.0000% | $56000000.00       | $1684201.91        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-02-20      | 3.3599%  | 0.0000% | $32781440.00       | $854630.26         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-02-20      | 2.5099%  | 0.0000% | $30870944.00       | $1172352.40        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-02-20      | 1.9099%  | 0.0000% | $20000000.00       | $618445.08         | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-02-20      | 3.4099%  | 0.0000% | $53190912.00       | $1506071.52        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 3.5099%  | 0.0000% | $47100928.00       | $3471195.75        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 1.7099%  | 0.0000% | $100000000.00      | $3224288.54        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 3.5599%  | 0.0000% | $87638272.00       | $6837905.22        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-06-20      | 1.5599%  | 0.0000% | $100000000.00      | $917972.41         | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-05-20      | 1.7599%  | 0.0000% | $65351680.00       | $1176152.73        | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-05-20      | 2.4599%  | 0.0000% | $57500736.00       | $1073760.79        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-06-20      | 6.5000%  | 0.0000% | $11432288.00       | $542321.59         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-07-20      | 0.1000%  | 0.0000% | $42396224.00       | $95860.74          | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-08-20      | 3.0099%  | 0.0000% | $57307584.00       | $2258686.55        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-08-20      | 1.6599%  | 0.0000% | $50000000.00       | $1297127.37        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-09-20      | 1.0599%  | 0.0000% | $60000000.00       | $1511913.50        | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-09-20      | 2.3599%  | 0.0000% | $65730048.00       | $1188049.48        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-09-20      | 1.1599%  | 0.0000% | $76260080.00       | $3122130.80        | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-11-20      | 1.3599%  | 0.0000% | $53622208.00       | $539031.64         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-11-20      | 2.3099%  | 0.0000% | $83339136.00       | $3299474.11        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-20      | 6.0000%  | 0.0000% | $33333312.00       | $2944408.39        | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-10-20      | 1.9099%  | 0.0000% | $50441600.00       | $843882.37         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-20      | 1.8399%  | 0.0000% | $98816640.00       | $3587488.02        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-20      | 2.4099%  | 0.0000% | $102250624.00      | $2749027.86        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-11-20      | 2.3599%  | 0.0000% | $49828352.00       | $2308222.13        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 3.5099%  | 0.0000% | $44680080.00       | $1520691.31        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 1.5599%  | 0.0000% | $109573376.00      | $1633347.32        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-12-20      | 2.4099%  | 0.0000% | $100000000.00      | $5211727.91        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-12-20      | 3.0099%  | 0.0000% | $92045312.00       | $5982434.20        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 2.4099%  | 0.0000% | $20000000.00       | $478986.02         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-12-20      | 1.6599%  | 0.0000% | $50000000.00       | $611990.65         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-12-20      | 0.9599%  | 0.0000% | $50000000.00       | $806621.66         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-12-20      | 1.4099%  | 0.0000% | $40000000.00       | $1186501.24        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 2.9799%  | 0.0000% | $75000000.00       | $2190924.16        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 1.6099%  | 0.0000% | $40000000.00       | $1388500.74        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-12-20      | 2.9099%  | 0.0000% | $114668288.00      | $5781879.63        | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-02-20      | 2.3099%  | 0.0000% | $141569024.00      | $2886722.49        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-02-20      | 2.9099%  | 0.0000% | $35000000.00       | $935572.37         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-09-20      | 1.6099%  | 0.0000% | $50000000.00       | $774299.12         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-07-20      | 0.1000%  | 0.0000% | $99999744.00       | $78967.50          | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-02-20      | 0.6099%  | 0.0000% | $500000000.00      | $3051945.90        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-02-20      | 1.6099%  | 0.0000% | $75000000.00       | $957161.42         | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-03-20      | 2.4099%  | 0.0000% | $33750000.00       | $2399381.54        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-03-20      | 1.7099%  | 0.0000% | $129000000.00      | $5955270.54        | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-06-20      | 0.1159%  | 0.0000% | $36494912.00       | $160036.82         | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-03-20      | 1.7599%  | 0.0000% | $63235968.00       | $2836323.74        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-06-20      | 5.5000%  | 0.0000% | $10673520.00       | $1422669.05        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-10-20      | 3.5599%  | 0.0000% | $71039104.00       | $6809567.46        | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-01-20      | 3.0000%  | 0.0000% | $5435992.00        | $3703305.68        | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-02-20      | 1.4599%  | 0.0000% | $41600704.00       | $1439537.81        | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-02-20      | 2.5999%  | 0.0000% | $100000000.00      | $6169909.16        | Agency Mortgage-Backed Securities |
| GNMA                             | 2066-02-20      | 1.3599%  | 0.0000% | $46303168.00       | $1071278.50        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 2.0599%  | 0.0000% | $40985728.00       | $3368715.38        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-11-20      | 0.7599%  | 0.0000% | $50000000.00       | $712562.61         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-11-20      | 0.7399%  | 0.0000% | $75000000.00       | $1045375.28        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-05-20      | 0.8599%  | 0.0000% | $100000000.00      | $1536542.59        | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-04-20      | 4.7500%  | 0.0000% | $3636932.00        | $3263726.00        | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-04-20      | 1.9267%  | 0.0000% | $95181568.00       | $4964119.06        | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-04-20      | 1.2998%  | 0.0000% | $50000000.00       | $1355102.64        | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-04-20      | 1.1778%  | 0.0000% | $51434880.00       | $1719682.21        | Agency Mortgage-Backed Securities |
| GNMA                             | 2066-03-20      | 1.2911%  | 0.0000% | $30918272.00       | $829587.91         | Agency Mortgage-Backed Securities |
| GNMA                             | 2066-03-20      | 4.7089%  | 0.0000% | $918272.00         | $917506.19         | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-07-20      | 5.5000%  | 0.0000% | $5269.00           | $5242.47           | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-04-25      | 1.2048%  | 0.0000% | $60000000.00       | $1114962.10        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-07-25      | 1.5000%  | 0.0000% | $75000000.00       | $6546257.92        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-25      | 2.5605%  | 0.0000% | $34389312.00       | $2501706.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-12-15      | 2.8457%  | 0.0000% | $37142848.00       | $112961.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-01-15      | 4.0000%  | 0.0000% | $4500000.00        | $862119.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-03-15      | 2.6957%  | 0.0000% | $26508896.00       | $204151.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-02-15      | 2.8957%  | 0.0000% | $36225024.00       | $116814.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-12-15      | 3.0000%  | 0.0000% | $68758656.00       | $417724.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-02-15      | 2.7457%  | 0.0000% | $105159424.00      | $886278.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-01-15      | 0.9380%  | 0.0000% | $10000000.00       | $1476092.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-09-15      | 2.2457%  | 0.0000% | $49000000.00       | $321753.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-08-15      | 4.5000%  | 0.0000% | $19743072.00       | $113212.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-06-15      | 2.2457%  | 0.0000% | $108854272.00      | $1105631.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-01-15      | 2.2957%  | 0.0000% | $26666656.00       | $245071.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-04-25      | 4.4187%  | 0.0000% | $7312000.00        | $1334531.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-01-25      | 2.1509%  | 0.0000% | $11388000.00       | $171395.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-02-25      | 2.1494%  | 0.0000% | $24839000.00       | $415021.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-02-25      | 2.2060%  | 0.0000% | $14411000.00       | $585828.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-05-25      | 2.3045%  | 0.0000% | $32193792.00       | $1368666.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-09-25      | 2.3122%  | 0.0000% | $14690000.00       | $739077.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-04-15      | 2.2957%  | 0.0000% | $13558848.00       | $124287.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-10-15      | 2.2457%  | 0.0000% | $74866304.00       | $1589340.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-12-25      | 1.9563%  | 0.0000% | $17925000.00       | $1142286.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-10-25      | 2.3080%  | 0.0000% | $2465700.00        | $987294.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-15      | 0.1500%  | 0.0000% | $7464136.00        | $12004.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-09-25      | 3.0551%  | 0.0000% | $17532576.00       | $1877932.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-04-25      | 0.0800%  | 0.0000% | $295837696.00      | $152670.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-09-25      | 3.0332%  | 0.0000% | $3532000.00        | $371479.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-09-25      | 2.8211%  | 0.0000% | $60445056.00       | $6439002.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-10-25      | 0.0000%  | 0.0000% | $5000000.00        | $1392410.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-06-25      | 3.0000%  | 0.0000% | $28117024.00       | $1931261.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-08-15      | 0.1000%  | 0.0000% | $270270464.00      | $151311.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2061-10-15      | 0.0300%  | 0.0000% | $58032128.00       | $15639.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-10-25      | 2.8296%  | 0.0000% | $3900000.00        | $474662.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-25      | 3.2475%  | 0.0000% | $1316000.00        | $201966.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-25      | 0.0500%  | 0.0000% | $100000000.00      | $178218.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-25      | 2.8048%  | 0.0000% | $50000000.00       | $1292855.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 1.6548%  | 0.0000% | $50000000.00       | $1377177.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-25      | 2.3548%  | 0.0000% | $45821120.00       | $1879632.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 2.2248%  | 0.0000% | $125238912.00      | $7092359.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-25      | 0.6548%  | 0.0000% | $150000000.00      | $1628508.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-25      | 1.0548%  | 0.0000% | $96072064.00       | $2412154.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-25      | 1.5000%  | 0.0000% | $10083328.00       | $610293.11         | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-06-25      | 4.2596%  | 0.0000% | $24997888.00       | $21045.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-10-15      | 5.5000%  | 0.0000% | $3681240.00        | $830335.83         | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-12-25      | 8.4662%  | 0.0000% | $13047648.00       | $931458.85         | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-11-25      | 2.8404%  | 0.0000% | $161500000.00      | $171210.96         | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-12-25      | 2.8404%  | 0.0000% | $142570240.00      | $228265.09         | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-10-25      | 4.1396%  | 0.0000% | $247476224.00      | $176655.18         | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-09-25      | 6.0000%  | 0.0000% | $124093000.00      | $200394.42         | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-07-25      | 2.7904%  | 0.0000% | $330000000.00      | $805570.63         | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-09-25      | 2.8204%  | 0.0000% | $122239232.00      | $496662.22         | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-03-25      | 0.7404%  | 0.0000% | $53751808.00       | $31675.92          | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-12-16      | 0.7851%  | 0.0000% | $195346432.00      | $95827.26          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-02-16      | 0.0000%  | 0.0000% | $170168320.00      | $112777.96         | Agency Mortgage-Backed Securities |
| GNMA                             | 2047-04-16      | 0.5720%  | 0.0000% | $144572412.00      | $10843.87          | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-02-16      | 1.4021%  | 0.0000% | $470220800.00      | $46271.88          | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-12-16      | 1.1244%  | 0.0000% | $134057800.00      | $1776476.78        | Agency Mortgage-Backed Securities |
| GNMA                             | 2047-04-16      | 0.2135%  | 0.0000% | $292814846.00      | $5322.00           | Agency Mortgage-Backed Securities |
| GNMA                             | 2046-10-16      | 0.6194%  | 0.0000% | $26992640.00       | $12037.15          | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-12-16      | 0.0905%  | 0.0000% | $320471040.00      | $29855.58          | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-11-16      | 0.0000%  | 0.0000% | $214466560.00      | $40290.67          | Agency Mortgage-Backed Securities |
| GNMA                             | 2039-09-16      | 6.0000%  | 0.0000% | $229277696.00      | $23911.11          | Agency Mortgage-Backed Securities |
| GNMA                             | 2047-02-16      | 2.3211%  | 0.0000% | $22448319.00       | $676769.50         | Agency Mortgage-Backed Securities |
| GNMA                             | 2047-05-20      | 5.0000%  | 0.0000% | $30000000.00       | $467455.49         | Agency Mortgage-Backed Securities |
| GNMA                             | 2040-02-16      | 0.0000%  | 0.0000% | $4166664.00        | $193842.28         | Agency Mortgage-Backed Securities |
| GNMA                             | 2041-02-16      | 4.5000%  | 0.0000% | $20000000.00       | $5085141.31        | Agency Mortgage-Backed Securities |
| GNMA                             | 2042-05-16      | 2.8211%  | 0.0000% | $20000000.00       | $633836.18         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-02-16      | 2.3711%  | 0.0000% | $22530784.00       | $98058.24          | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-16      | 0.2530%  | 0.0000% | $94216448.00       | $368408.24         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-16      | 0.2863%  | 0.0000% | $109549056.00      | $252361.10         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-16      | 0.3499%  | 0.0000% | $198667008.00      | $639663.57         | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-09-16      | 0.2370%  | 0.0000% | $109756416.00      | $44186.21          | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-04-16      | 0.3773%  | 0.0000% | $138044672.00      | $148911.80         | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-06-16      | 0.2117%  | 0.0000% | $87560192.00       | $58505.12          | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-08-16      | 1.0256%  | 0.0000% | $21000000.00       | $66699.14          | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-09-16      | 0.4006%  | 0.0000% | $135524352.00      | $108402.52         | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-09-16      | 0.2141%  | 0.0000% | $125943808.00      | $58008.48          | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-08-20      | 2.9245%  | 0.0000% | $17901696.00       | $97860.15          | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-05-20      | 2.4245%  | 0.0000% | $28603872.00       | $90149.41          | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-09-20      | 1.8245%  | 0.0000% | $68045184.00       | $335185.16         | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-04-16      | 0.4984%  | 0.0000% | $106105472.00      | $144678.66         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-11-16      | 1.7711%  | 0.0000% | $66782592.00       | $395724.58         | Agency Mortgage-Backed Securities |
| GNMA                             | 2044-03-16      | 5.5000%  | 0.0000% | $34904000.00       | $250318.11         | Agency Mortgage-Backed Securities |
| GNMA                             | 2044-03-20      | 2.4245%  | 0.0000% | $215529728.00      | $922614.57         | Agency Mortgage-Backed Securities |
| GNMA                             | 2044-04-20      | 1.7745%  | 0.0000% | $18889000.00       | $109908.38         | Agency Mortgage-Backed Securities |
| GNMA                             | 2044-07-16      | 5.5000%  | 0.0000% | $109284992.00      | $791629.87         | Agency Mortgage-Backed Securities |
| GNMA                             | 2044-07-20      | 2.4245%  | 0.0000% | $41322624.00       | $197505.79         | Agency Mortgage-Backed Securities |
| GNMA                             | 2045-10-20      | 1.9245%  | 0.0000% | $54851264.00       | $467364.14         | Agency Mortgage-Backed Securities |
| GNMA                             | 2045-10-20      | 2.1207%  | 0.0000% | $16006048.00       | $65482.98          | Agency Mortgage-Backed Securities |
| GNMA                             | 2044-12-20      | 2.4245%  | 0.0000% | $29461760.00       | $197066.33         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-09-16      | 1.3854%  | 0.0000% | $41423000.00       | $41910.63          | Agency Mortgage-Backed Securities |
| GNMA                             | 2057-07-16      | 0.2880%  | 0.0000% | $135005000.00      | $358281.65         | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-10-16      | 0.2779%  | 0.0000% | $100000000.00      | $458792.39         | Agency Mortgage-Backed Securities |
| GNMA                             | 2045-05-20      | 4.5000%  | 0.0000% | $17715744.00       | $451065.47         | Agency Mortgage-Backed Securities |
| GNMA                             | 2058-12-16      | 0.6585%  | 0.0000% | $61467328.00       | $760267.52         | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-11-16      | 0.6627%  | 0.0000% | $38350000.00       | $218926.31         | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-10-16      | 0.6381%  | 0.0000% | $88723072.00       | $1024879.14        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-05-16      | 0.6897%  | 0.0000% | $117551616.00      | $1200069.72        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-05-16      | 0.7312%  | 0.0000% | $190534656.00      | $2177026.53        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-05-16      | 0.5960%  | 0.0000% | $114434080.00      | $1114557.53        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-04-16      | 0.5255%  | 0.0000% | $210316288.00      | $506851.03         | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-07-16      | 0.7052%  | 0.0000% | $120451198.00      | $1015662.09        | Agency Mortgage-Backed Securities |
| GNMA                             | 2045-12-20      | 1.9045%  | 0.0000% | $44885440.00       | $355921.87         | Agency Mortgage-Backed Securities |
| GNMA                             | 2057-01-16      | 0.5925%  | 0.0000% | $21924000.00       | $100723.36         | Agency Mortgage-Backed Securities |
| GNMA                             | 2057-12-16      | 0.6237%  | 0.0000% | $65773696.00       | $363479.04         | Agency Mortgage-Backed Securities |
| GNMA                             | 2058-03-16      | 0.9865%  | 0.0000% | $104827008.00      | $1269219.54        | Agency Mortgage-Backed Securities |
| GNMA                             | 2046-04-20      | 2.2245%  | 0.0000% | $36853056.00       | $334745.51         | Agency Mortgage-Backed Securities |
| GNMA                             | 2047-07-16      | 2.4711%  | 0.0000% | $52958656.00       | $998589.60         | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-07-16      | 0.5370%  | 0.0000% | $118446336.00      | $1404019.25        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-10-16      | 0.5436%  | 0.0000% | $89989504.00       | $1301251.91        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-12-16      | 0.3753%  | 0.0000% | $113007488.00      | $818839.05         | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-07-16      | 0.6749%  | 0.0000% | $80019328.00       | $962681.70         | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-07-16      | 0.6583%  | 0.0000% | $92958464.00       | $874567.00         | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-08-16      | 2.5000%  | 0.0000% | $3968292.00        | $3577188.38        | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-12-16      | 0.7198%  | 0.0000% | $145655552.00      | $2853893.72        | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-09-16      | 0.5815%  | 0.0000% | $80012800.00       | $1405887.84        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-09-16      | 0.8509%  | 0.0000% | $12200000.00       | $561089.71         | Agency Mortgage-Backed Securities |
| GNMA                             | 2030-03-16      | 0.5000%  | 0.0000% | $244516000.00      | $1268595.92        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-07-16      | 1.2019%  | 0.0000% | $63829952.00       | $2626668.70        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-07-16      | 0.8724%  | 0.0000% | $245000000.00      | $11155365.93       | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-08-16      | 0.8777%  | 0.0000% | $11700000.00       | $509960.23         | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-04-16      | 0.8156%  | 0.0000% | $26286112.00       | $1343437.28        | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-05-16      | 0.9867%  | 0.0000% | $13500000.00       | $810222.30         | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-01-16      | 0.9403%  | 0.0000% | $24278016.00       | $1489678.80        | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-01-16      | 0.7973%  | 0.0000% | $30000000.00       | $1544087.07        | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-03-16      | 1.2794%  | 0.0000% | $17950000.00       | $1113149.06        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-08-16      | 1.1447%  | 0.0000% | $12700000.00       | $717515.27         | Agency Mortgage-Backed Securities |
| GNMA                             | 2048-01-20      | 2.4745%  | 0.0000% | $63902848.00       | $1247541.12        | Agency Mortgage-Backed Securities |
| GNMA                             | 2048-03-20      | 5.0000%  | 0.0000% | $15067800.00       | $286765.92         | Agency Mortgage-Backed Securities |
| GNMA                             | 2042-07-16      | 0.0500%  | 0.0000% | $7999488.00        | $5361.26           | Agency Mortgage-Backed Securities |
| GNMA                             | 2048-09-20      | 2.4245%  | 0.0000% | $10613104.00       | $150753.66         | Agency Mortgage-Backed Securities |
| GNMA                             | 2048-10-20      | 2.4245%  | 0.0000% | $39736704.00       | $686690.96         | Agency Mortgage-Backed Securities |
| GNMA                             | 2048-11-20      | 2.4245%  | 0.0000% | $38751424.00       | $656868.76         | Agency Mortgage-Backed Securities |
| GNMA                             | 2048-11-20      | 2.4245%  | 0.0000% | $52186688.00       | $1139961.42        | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-12-16      | 0.8859%  | 0.0000% | $100000000.00      | $5611893.46        | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-08-16      | 0.8671%  | 0.0000% | $303501000.00      | $15216301.03       | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-04-16      | 0.7910%  | 0.0000% | $12200000.00       | $598873.15         | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-10-16      | 0.8457%  | 0.0000% | $20427800.00       | $1007061.08        | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-05-16      | 0.9935%  | 0.0000% | $15050000.00       | $946963.39         | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-08-16      | 1.2051%  | 0.0000% | $6000000.00        | $474712.93         | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-01-16      | 0.9696%  | 0.0000% | $6800000.00        | $422735.29         | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-02-16      | 0.8080%  | 0.0000% | $15100000.00       | $757367.36         | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-07-16      | 0.6364%  | 0.0000% | $350000000.00      | $17644325.59       | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-07-16      | 0.8510%  | 0.0000% | $50471440.00       | $3402998.29        | Agency Mortgage-Backed Securities |
| GNMA                             | 2067-05-16      | 0.5515%  | 0.0000% | $56000000.00       | $3068941.58        | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-06-20      | 2.8099%  | 0.0000% | $103511040.00      | $2791009.92        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-06-20      | 0.6799%  | 0.0000% | $105000000.00      | $705585.40         | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-05-20      | 1.5999%  | 0.0000% | $50000000.00       | $1622104.24        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-06-20      | 2.1599%  | 0.0000% | $41441984.00       | $2052824.55        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-06-20      | 0.1000%  | 0.0000% | $49999872.00       | $49117.10          | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-07-20      | 0.8399%  | 0.0000% | $100000000.00      | $806448.51         | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-08-20      | 2.2599%  | 0.0000% | $122428928.00      | $4444681.19        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 0.8099%  | 0.0000% | $1000000000.00     | $8714082.21        | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-08-20      | 2.3599%  | 0.0000% | $123399552.00      | $3566317.65        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 3.5099%  | 0.0000% | $27281160.00       | $2405319.81        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 2.8821%  | 0.0000% | $31375392.00       | $2251951.95        | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-04-20      | 1.0499%  | 0.0000% | $25000000.00       | $404485.41         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-03-20      | 2.2745%  | 0.0000% | $79855360.00       | $738104.80         | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-09-20      | 1.7599%  | 0.0000% | $59192448.00       | $3131323.65        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-03-20      | 6.0000%  | 0.0000% | $8210976.00        | $1661454.23        | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-03-20      | 2.3245%  | 0.0000% | $19007904.00       | $359876.90         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-06-20      | 2.2745%  | 0.0000% | $27000000.00       | $526660.86         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-08-20      | 2.2745%  | 0.0000% | $28691328.00       | $583732.19         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-08-20      | 0.0000%  | 0.0000% | $24997888.00       | $15573.31          | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-09-16      | 2.2711%  | 0.0000% | $6702112.00        | $417053.05         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-08-20      | 0.0000%  | 0.0000% | $149999616.00      | $130211.25         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-09-20      | 0.0000%  | 0.0000% | $29999104.00       | $25130.69          | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-07-16      | 2.2211%  | 0.0000% | $39134080.00       | $945804.24         | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-02-16      | 0.6155%  | 0.0000% | $90575360.00       | $1620397.04        | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-02-20      | 2.2745%  | 0.0000% | $21565152.00       | $441631.73         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-04-20      | 2.3245%  | 0.0000% | $7225312.00        | $120066.36         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-07-20      | 2.4245%  | 0.0000% | $107000000.00      | $5890301.12        | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-08-20      | 0.2637%  | 0.0000% | $20955104.00       | $64046.48          | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-02-20      | 0.4100%  | 0.0000% | $74186560.00       | $290031.67         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-08-20      | 0.0000%  | 0.0000% | $36764096.00       | $166214.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-07-25      | 0.1000%  | 0.0000% | $44593200.00       | $159133.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-25      | 0.1000%  | 0.0000% | $275055104.00      | $661935.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-06-25      | 0.0000%  | 0.0000% | $15000000.00       | $226947.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-10-25      | 0.1000%  | 0.0000% | $226048510.00      | $282686.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-04-25      | 0.1000%  | 0.0000% | $256553472.00      | $831375.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-04-25      | 0.0000%  | 0.0000% | $102621568.00      | $43894528.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-10-25      | 0.1000%  | 0.0000% | $255243008.00      | $772251.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-06-25      | 0.1000%  | 0.0000% | $237713664.00      | $741323.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-05-01      | 3.9957%  | 0.0000% | $163946496.00      | $79872.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-15      | 3.0000%  | 0.0000% | $759779.00         | $26335.49          | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-09-25      | 0.0000%  | 0.0000% | $100000.00         | $76009.04          | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-11-25      | 3.5000%  | 0.0000% | $881710.00         | $1347227.59        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-04-25      | 4.0000%  | 0.0000% | $1554650.00        | $2499169.58        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-04-25      | 4.0000%  | 0.0000% | $1327902.00        | $1314190.02        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-04-25      | 2.7404%  | 0.0000% | $38333312.00       | $386489.42         | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-06-25      | 2.7404%  | 0.0000% | $76284032.00       | $315474.78         | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-08-25      | 2.2404%  | 0.0000% | $55000000.00       | $516096.84         | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-11-25      | 2.3404%  | 0.0000% | $21200000.00       | $247775.81         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-02-25      | 2.3904%  | 0.0000% | $37500000.00       | $861284.05         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-02-25      | 2.3404%  | 0.0000% | $25798144.00       | $462306.23         | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-03-25      | 1.0404%  | 0.0000% | $28571424.00       | $86913.67          | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-03-25      | 0.0000%  | 0.0000% | $4000000.00        | $482415.49         | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-09-25      | 2.9904%  | 0.0000% | $37575296.00       | $125593.56         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-07-25      | 2.4404%  | 0.0000% | $23750000.00       | $318211.81         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-10-25      | 2.8404%  | 0.0000% | $33433856.00       | $255175.52         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-09-25      | 5.0000%  | 0.0000% | $6256250.00        | $18588.96          | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-11-25      | 4.5000%  | 0.0000% | $16495552.00       | $392298.04         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-05-25      | 4.5000%  | 0.0000% | $12166656.00       | $293862.29         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-08-25      | 6.0000%  | 0.0000% | $97250000.00       | $2046595.19        | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-10-25      | 1.8704%  | 0.0000% | $27702848.00       | $774184.46         | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-06-25      | 2.2404%  | 0.0000% | $49314688.00       | $1064618.81        | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-11-25      | 2.2404%  | 0.0000% | $39401472.00       | $990319.68         | Agency Mortgage-Backed Securities |
| FNMA                             | 2027-02-25      | 0.1372%  | 0.0000% | $274989056.00      | $56689.50          | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-03-25      | 2.3404%  | 0.0000% | $76362880.00       | $1111437.73        | Agency Mortgage-Backed Securities |
| FNMA                             | 2027-05-25      | 0.1920%  | 0.0000% | $484999168.00      | $185481.35         | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-05-25      | 2.3404%  | 0.0000% | $244333312.00      | $3204210.79        | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-11-25      | 3.0000%  | 0.0000% | $19870000.00       | $597314.84         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-11-25      | 6.5000%  | 0.0000% | $22956736.00       | $959571.98         | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-01-25      | 2.4904%  | 0.0000% | $55174464.00       | $1022348.12        | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-03-25      | 6.0000%  | 0.0000% | $30796256.00       | $1195878.62        | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-07-25      | 0.0300%  | 0.0000% | $96763904.00       | $22846.57          | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-04-25      | 2.2904%  | 0.0000% | $116892288.00      | $2773917.42        | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-01-25      | 2.2404%  | 0.0000% | $100824704.00      | $4620148.43        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-02-25      | 2.5000%  | 0.0000% | $10000000.00       | $824639.82         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-25      | 0.0000%  | 0.0000% | $30000000.00       | $136071.91         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-09-25      | 0.0500%  | 0.0000% | $46776320.00       | $26715.40          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-09-25      | 1.5048%  | 0.0000% | $87591168.00       | $1228472.14        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-25      | 0.1000%  | 0.0000% | $12000000.00       | $37471.66          | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-25      | 1.5048%  | 0.0000% | $108126336.00      | $2293094.34        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-08-25      | 0.1000%  | 0.0000% | $75000000.00       | $108761.01         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-25      | 2.2548%  | 0.0000% | $106385408.00      | $4623034.15        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-10-25      | 1.7048%  | 0.0000% | $55920448.00       | $2938727.20        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-25      | 3.5048%  | 0.0000% | $57052480.00       | $4058847.52        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-25      | 0.0500%  | 0.0000% | $30000000.00       | $50806.31          | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-03-25      | 2.0048%  | 0.0000% | $62964928.00       | $3620385.73        | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-11-25      | 1.5000%  | 0.0000% | $20608320.00       | $1019409.76        | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-10-20      | 3.0000%  | 0.0000% | $5000000.00        | $412683.25         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-09-20      | 0.0000%  | 0.0000% | $14500000.00       | $37840.21          | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-07-20      | 3.1507%  | 0.0000% | $25439080.00       | $909368.58         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-09-20      | 0.0000%  | 0.0000% | $93492320.00       | $433677.01         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-09-20      | 0.0000%  | 0.0000% | $110000000.00      | $660135.48         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-11-20      | 3.5000%  | 0.0000% | $44701056.00       | $3882943.40        | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-11-20      | 0.0000%  | 0.0000% | $63717888.00       | $286084.64         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-11-20      | 0.0000%  | 0.0000% | $52620032.00       | $560002.85         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-11-20      | 2.0000%  | 0.0000% | $146731776.00      | $9524732.49        | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-06-20      | 0.0045%  | 0.0000% | $218063872.00      | $592398.28         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-03-20      | 0.4900%  | 0.0000% | $34196864.00       | $252328.76         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-01-20      | 0.0000%  | 0.0000% | $8691216.00        | $80486.98          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-03-20      | 2.5745%  | 0.0000% | $3524000.00        | $279453.38         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-05-20      | 0.0000%  | 0.0000% | $32216832.00       | $142934.10         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-05-20      | 0.0000%  | 0.0000% | $7000000.00        | $107750.27         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-07-20      | 3.0000%  | 0.0000% | $22158080.00       | $2456796.42        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-07-20      | 2.5245%  | 0.0000% | $5000000.00        | $329612.26         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-07-20      | 2.5245%  | 0.0000% | $10440192.00       | $843271.05         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-20      | 2.5245%  | 0.0000% | $25000000.00       | $2221594.58        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-20      | 0.0500%  | 0.0000% | $105852928.00      | $66001.20          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-20      | 0.0300%  | 0.0000% | $77742080.00       | $35674.80          | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-06-20      | 6.0000%  | 0.0000% | $2686220.00        | $497017.80         | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-09-20      | 2.3599%  | 0.0000% | $78143744.00       | $7147257.31        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-10-20      | 0.0000%  | 0.0000% | $28000000.00       | $261234.95         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-11-20      | 0.0000%  | 0.0000% | $24993792.00       | $7308.52           | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-11-20      | 0.0000%  | 0.0000% | $99991552.00       | $21930.66          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 0.0500%  | 0.0000% | $235741184.00      | $185643.57         | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-01-20      | 0.0000%  | 0.0000% | $174129152.00      | $89042.52          | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-11-20      | 0.0500%  | 0.0000% | $49999872.00       | $33510.54          | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-12-20      | 0.1000%  | 0.0000% | $24997888.00       | $15888.40          | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-08-20      | 0.0500%  | 0.0000% | $30000000.00       | $41025.58          | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-05-20      | 0.0000%  | 0.0000% | $61177216.00       | $283788.24         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-10-20      | 0.0000%  | 0.0000% | $29999104.00       | $24878.65          | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-07-20      | 2.4099%  | 0.0000% | $50000000.00       | $2779337.34        | Agency Mortgage-Backed Securities |
| GNMA                             | 2044-10-20      | 5.0000%  | 0.0000% | $5795344.00        | $101639.15         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-01-20      | 0.1000%  | 0.0000% | $55000000.00       | $137778.41         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-02-20      | 6.0000%  | 0.0000% | $5751856.00        | $559598.62         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-02-20      | 0.0600%  | 0.0000% | $135438336.00      | $114286.45         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-04-20      | 0.0500%  | 0.0000% | $101780800.00      | $110743.67         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-04-20      | 0.0500%  | 0.0000% | $96972799.00       | $66518.76          | Agency Mortgage-Backed Securities |

### Security 108: TD Securities (USA) LLC Tri Party repo

- **C.1 - Title:** TD Securities (USA) LLC Tri Party repo 3.640000%
- **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: 971XCT007, C.3 - LEI: 5493006RJSLS5DA4PD75, C.5 - Other ID: 971XCT007_3.64_0501
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $50000.00          | $46674.18          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $7779164.00        | $7656991.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 4.5000%  | 0.0000% | $115000.00         | $80033.91          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 4.5000%  | 0.0000% | $50600.00          | $35215.63          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 4.6401%  | 0.0000% | $9802517.00        | $9668119.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-12-20      | 4.4755%  | 0.0000% | $30000000.00       | $4803070.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-11-16      | 4.5000%  | 0.0000% | $10000000.00       | $9361214.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 5.0000%  | 0.0000% | $2881024.00        | $109700.43         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $255000.00         | $256845.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 4.7500%  | 0.0000% | $904870.00         | $832848.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 4.7500%  | 0.0000% | $643205.00         | $590219.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 2.5000%  | 0.0000% | $20000000.00       | $1535256.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.0000%  | 0.0000% | $7105728.00        | $3908282.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 4.5000%  | 0.0000% | $211876.00         | $192316.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 4.7500%  | 0.0000% | $689364.00         | $637428.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 4.5000%  | 0.0000% | $207500.00         | $184986.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $150000.00         | $160411.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 5.0901%  | 0.0000% | $25000000.00       | $12175602.44       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 4.6401%  | 0.0000% | $25000000.00       | $12214000.86       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 5.0000%  | 0.0000% | $2428854.00        | $2750671.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2034-02-20      | 5.0000%  | 0.0000% | $1600865.00        | $1235916.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $5831743.00        | $5949056.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $750000.00         | $773199.25         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $1000000.00        | $1032069.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 6.0000%  | 0.0000% | $1500000.00        | $1550540.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 3.0000%  | 0.0000% | $2814353.00        | $2527171.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 3.0000%  | 0.0000% | $1687874.00        | $1270431.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.6901%  | 0.0000% | $20000000.00       | $11606443.42       | Agency Mortgage-Backed Securities |
| GNMA          | 2045-12-20      | 2.6250%  | 0.0000% | $6940000.00        | $5772574.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-12-20      | 2.6250%  | 0.0000% | $1213832.00        | $984606.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 4.5000%  | 0.0000% | $665500.00         | $616306.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 4.7500%  | 0.0000% | $1850056.00        | $1627197.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 4.7500%  | 0.0000% | $163233.00         | $151246.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $50000.00          | $50208.72          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $5236164.00        | $4982672.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $7169228.00        | $6802655.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $1785000.00        | $1513376.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $10660468.00       | $10174449.64       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $819250.00         | $689842.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $490000.00         | $412595.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $5143095.00        | $4904184.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $4599000.00        | $4513554.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $5571753.00        | $5233296.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $416629.00         | $307934.25         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $1251809.00        | $1055029.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $12329509.00       | $11732270.84       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $100000.00         | $76324.15          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $2958627.00        | $2806961.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 4.2500%  | 0.0000% | $6934191.00        | $6652753.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $100000.00         | $96031.80          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $7436417.00        | $7485004.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $100000.00         | $105743.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $5454719.00        | $5537302.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 4.5000%  | 0.0000% | $1774000.00        | $1549848.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 4.5000%  | 0.0000% | $4201000.00        | $3738205.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 4.4901%  | 0.0000% | $9381000.00        | $9291801.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $6692869.00        | $6896148.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 4.5000%  | 0.0000% | $5409000.00        | $5048473.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $50000.00          | $46683.27          | Agency Mortgage-Backed Securities |

### Security 109: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 3.640000%
- **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: 976WZB909, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 976WZB909_3.64_0507
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA                             | 2043-06-01      | 3.0000%  | 0.0000% | $219032063.00      | $130510701.17      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-04-01      | 5.0000%  | 0.0000% | $73866329.00       | $73489298.84       | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Master Trust

**Date:** 2026-05-07

**By:** \\Rose Ann Bubloski

**Name of Signing Officer:** Rose Ann Bubloski

**Title of Signing Officer:** Vice President