# EDGAR Filing Document

**Accession Number:** 0000862064
**File Stem:** 0001410368-25-021506
**Filing Date:** 2025-11
**Character Count:** 208468
**Document Hash:** c322f0bf28a55894eb4653406d6a4fb4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-021506.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001410368-25-021506

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOVERNMENT CASH MANAGEMENT PORTFOLIO
- **CENTRAL INDEX KEY:** 0000862064

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06073
- **FILM NUMBER:** 251461974

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-10-31

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

**CIK Number of Registrant:** 0000862064

**LEI of Registrant:** 549300DFUINPMFFE3C04

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

**LEI of Series:** 549300DFUINPMFFE3C04

**EDGAR Series Identifier:** S000009009

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 24 days

- **WAL:** 101 days

- **Total Value of Portfolio Securities:** $30254128467.54

- **Amortized Cost of Portfolio Securities:** $30252564196.72

- **Cash:** $25822860.61

- **Total Other Assets:** $46511337.05

- **Total Liabilities:** $4481223.89

- **Net Assets of Series:** $30320417170.49

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $25114948412.12           | $25371089840.41            | 77.3900%                  | 78.1800%                   |
| 2025-10-02 | $28649856057.07           | $28906025167.41            | 79.1700%                  | 79.8800%                   |
| 2025-10-03 | $29666989734.71           | $29923186529.66            | 79.7200%                  | 80.4100%                   |
| 2025-10-06 | $31865342400.22           | $32121622246.43            | 80.8600%                  | 81.5100%                   |
| 2025-10-07 | $30657608434.47           | $30913907697.36            | 80.2500%                  | 80.9200%                   |
| 2025-10-08 | $29784513939.04           | $30205320725.50            | 79.4400%                  | 80.5700%                   |
| 2025-10-09 | $29264006378.34           | $29852219381.43            | 78.8000%                  | 80.3900%                   |
| 2025-10-10 | $27819422902.57           | $28582429450.10            | 77.2200%                  | 79.3400%                   |
| 2025-10-13 | $27819510996.62           | $28582769176.14            | 77.2200%                  | 79.3400%                   |
| 2025-10-14 | $27680634323.93           | $28187474871.04            | 77.4100%                  | 78.8300%                   |
| 2025-10-15 | $29590843299.07           | $30022771124.65            | 78.7100%                  | 79.8600%                   |
| 2025-10-16 | $30322937545.42           | $30754914242.87            | 79.1200%                  | 80.2400%                   |
| 2025-10-17 | $29522108610.75           | $29954120224.93            | 77.1000%                  | 78.2300%                   |
| 2025-10-20 | $27713801936.69           | $28145938713.76            | 76.3400%                  | 77.5300%                   |
| 2025-10-21 | $27446753873.47           | $27878954629.28            | 76.1600%                  | 77.3600%                   |
| 2025-10-22 | $25806795660.94           | $26239045585.94            | 75.0200%                  | 76.2800%                   |
| 2025-10-23 | $23685276134.85           | $24117564554.99            | 73.3800%                  | 74.7200%                   |
| 2025-10-24 | $25332253912.72           | $25764592225.10            | 74.6600%                  | 75.9300%                   |
| 2025-10-27 | $24502331724.72           | $24934823467.64            | 74.0200%                  | 75.3300%                   |
| 2025-10-28 | $21777428580.12           | $22379973761.18            | 71.6900%                  | 73.6800%                   |
| 2025-10-29 | $20851388132.59           | $21453989937.97            | 71.2300%                  | 73.2900%                   |
| 2025-10-30 | $25314926934.86           | $25817583517.68            | 75.2600%                  | 76.7500%                   |
| 2025-10-31 | $22025057240.77           | $22527734577.16            | 72.6300%                  | 74.2800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 0.0000%             |
| 2025-10-02 | 0.0000%             |
| 2025-10-03 | 0.0000%             |
| 2025-10-06 | 0.0000%             |
| 2025-10-07 | 0.0000%             |
| 2025-10-08 | 0.0000%             |
| 2025-10-09 | 0.0000%             |
| 2025-10-10 | 0.0000%             |
| 2025-10-13 | 0.0000%             |
| 2025-10-14 | 0.0000%             |
| 2025-10-15 | 0.0000%             |
| 2025-10-16 | 0.0000%             |
| 2025-10-17 | 0.0000%             |
| 2025-10-20 | 0.0000%             |
| 2025-10-21 | 0.0000%             |
| 2025-10-22 | 0.0000%             |
| 2025-10-23 | 0.0000%             |
| 2025-10-24 | 0.0000%             |
| 2025-10-27 | 0.0000%             |
| 2025-10-28 | 0.0000%             |
| 2025-10-29 | 0.0000%             |
| 2025-10-30 | 0.0000%             |
| 2025-10-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 0.0000                      |
|  |  |
| 2025-10-02 | 0.0000                      |
|  |  |
| 2025-10-03 | 0.0000                      |
|  |  |
| 2025-10-06 | 0.0000                      |
|  |  |
| 2025-10-07 | 0.0000                      |
|  |  |
| 2025-10-08 | 0.0000                      |
|  |  |
| 2025-10-09 | 0.0000                      |
|  |  |
| 2025-10-10 | 0.0000                      |
|  |  |
| 2025-10-13 | 0.0000                      |
|  |  |
| 2025-10-14 | 0.0000                      |
|  |  |
| 2025-10-15 | 0.0000                      |
|  |  |
| 2025-10-16 | 0.0000                      |
|  |  |
| 2025-10-17 | 0.0000                      |
|  |  |
| 2025-10-20 | 0.0000                      |
|  |  |
| 2025-10-21 | 0.0000                      |
|  |  |
| 2025-10-22 | 0.0000                      |
|  |  |
| 2025-10-23 | 0.0000                      |
|  |  |
| 2025-10-24 | 0.0000                      |
|  |  |
| 2025-10-27 | 0.0000                      |
|  |  |
| 2025-10-28 | 0.0000                      |
|  |  |
| 2025-10-29 | 0.0000                      |
|  |  |
| 2025-10-30 | 0.0000                      |
|  |  |
| 2025-10-31 | 0.0000                      |
|  |  |

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

### Class: Government Cash Management Portfolio

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $30320417170.49

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 417864.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.0000          |
|  |  |
| 2025-10-02 | 0.0000          |
|  |  |
| 2025-10-03 | 0.0000          |
|  |  |
| 2025-10-06 | 0.0000          |
|  |  |
| 2025-10-07 | 0.0000          |
|  |  |
| 2025-10-08 | 0.0000          |
|  |  |
| 2025-10-09 | 0.0000          |
|  |  |
| 2025-10-10 | 0.0000          |
|  |  |
| 2025-10-13 | 0.0000          |
|  |  |
| 2025-10-14 | 0.0000          |
|  |  |
| 2025-10-15 | 0.0000          |
|  |  |
| 2025-10-16 | 0.0000          |
|  |  |
| 2025-10-17 | 0.0000          |
|  |  |
| 2025-10-20 | 0.0000          |
|  |  |
| 2025-10-21 | 0.0000          |
|  |  |
| 2025-10-22 | 0.0000          |
|  |  |
| 2025-10-23 | 0.0000          |
|  |  |
| 2025-10-24 | 0.0000          |
|  |  |
| 2025-10-27 | 0.0000          |
|  |  |
| 2025-10-28 | 0.0000          |
|  |  |
| 2025-10-29 | 0.0000          |
|  |  |
| 2025-10-30 | 0.0000          |
|  |  |
| 2025-10-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $0.00                     | $0.00                   |
| 2025-10-02 | $0.00                     | $0.00                   |
| 2025-10-03 | $0.00                     | $0.00                   |
| 2025-10-06 | $0.00                     | $0.00                   |
| 2025-10-07 | $0.00                     | $0.00                   |
| 2025-10-08 | $0.00                     | $0.00                   |
| 2025-10-09 | $0.00                     | $0.00                   |
| 2025-10-10 | $0.00                     | $0.00                   |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $0.00                   |
| 2025-10-15 | $0.00                     | $0.00                   |
| 2025-10-16 | $0.00                     | $0.00                   |
| 2025-10-17 | $0.00                     | $0.00                   |
| 2025-10-20 | $0.00                     | $0.00                   |
| 2025-10-21 | $0.00                     | $0.00                   |
| 2025-10-22 | $0.00                     | $0.00                   |
| 2025-10-23 | $0.00                     | $0.00                   |
| 2025-10-24 | $0.00                     | $0.00                   |
| 2025-10-27 | $0.00                     | $0.00                   |
| 2025-10-28 | $0.00                     | $0.00                   |
| 2025-10-29 | $0.00                     | $0.00                   |
| 2025-10-30 | $0.00                     | $0.00                   |
| 2025-10-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 0.0000%           |
| 2025-10-02 | 0.0000%           |
| 2025-10-03 | 0.0000%           |
| 2025-10-06 | 0.0000%           |
| 2025-10-07 | 0.0000%           |
| 2025-10-08 | 0.0000%           |
| 2025-10-09 | 0.0000%           |
| 2025-10-10 | 0.0000%           |
| 2025-10-13 | 0.0000%           |
| 2025-10-14 | 0.0000%           |
| 2025-10-15 | 0.0000%           |
| 2025-10-16 | 0.0000%           |
| 2025-10-17 | 0.0000%           |
| 2025-10-20 | 0.0000%           |
| 2025-10-21 | 0.0000%           |
| 2025-10-22 | 0.0000%           |
| 2025-10-23 | 0.0000%           |
| 2025-10-24 | 0.0000%           |
| 2025-10-27 | 0.0000%           |
| 2025-10-28 | 0.0000%           |
| 2025-10-29 | 0.0000%           |
| 2025-10-30 | 0.0000%           |
| 2025-10-31 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_4.17_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                    | 2030-04-30      | 3.8750%  | 0.0000% | $200.00            | $201.53            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $1293568.00        | $554503.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $574658.00         | $428400.16         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-01-20      | 5.0000%  | 0.0000% | $19150930.00       | $18582925.46       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-01-20      | 5.5000%  | 0.0000% | $521578133.00      | $490433766.56      | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2032-03-31      | 4.1250%  | 0.0000% | $200.00            | $203.81            | U.S. Treasuries (including strips) |

### Security 2: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 06399K002, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: 06399K002_4.14_1103
- **C.18 - Value (incl. sponsor support):** $981000000.00
- **C.18.a - Value (excl. sponsor support):** $981000000.00
- **C.19 - Percentage of Net Assets:** 3.2400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2029-09-01      | 5.7500%  | 0.0000% | $63.00             | $0.01              | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2031-01-15      | 0.1250%  | 0.0000% | $101900000.00      | $118675398.76      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-30      | 1.2500%  | 0.0000% | $49083200.00       | $46355498.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 1.8750%  | 0.0000% | $200.00            | $195.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $100.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-30      | 3.5000%  | 0.0000% | $6800.00           | $6781.91           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-31      | 3.6250%  | 0.0000% | $19383000.00       | $19682383.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-15      | 4.2500%  | 0.0000% | $1000.00           | $1013.11           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-10-15      | 1.6250%  | 0.0000% | $145654200.00      | $152289518.68      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-15      | 3.6250%  | 0.0000% | $11753200.00       | $11846707.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-15      | 0.0000%  | 0.0000% | $78038548.14       | $74442297.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-02-19      | 0.0000%  | 0.0000% | $500.00            | $494.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2047-08-15      | 0.0000%  | 0.0000% | $8923000.00        | $3161008.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-15      | 0.1250%  | 0.0000% | $23912000.00       | $27848539.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-31      | 1.1250%  | 0.0000% | $5336100.00        | $4991119.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $97.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-07-15      | 0.6250%  | 0.0000% | $97000000.00       | $102214327.48      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-01-15      | 1.1250%  | 0.0000% | $62210000.00       | $65566561.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-01-15      | 1.7500%  | 0.0000% | $86723300.00       | $92055754.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-07-15      | 1.8750%  | 0.0000% | $142439200.00      | $149718886.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-09-30      | 3.6250%  | 0.0000% | $1000000.00        | $998787.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-15      | 3.5000%  | 0.0000% | $72361200.00       | $72240969.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-15      | 0.0000%  | 0.0000% | $60259287.04       | $58523277.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-15      | 0.0000%  | 0.0000% | $81.80             | $78.03             | U.S. Treasuries (including strips) |

### Security 3: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799K008, C.3 - LEI: N/A, C.5 - Other ID: 06799K008_4.15_1103
- **C.18 - Value (incl. sponsor support):** $1465000000.00
- **C.18.a - Value (excl. sponsor support):** $1465000000.00
- **C.19 - Percentage of Net Assets:** 4.8300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $210065700.00      | $232556932.83      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $19992700.00       | $21593559.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $30000000.00       | $30705946.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $263982400.00      | $279071834.84      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-01-15      | 1.7500%  | 0.0000% | $24886400.00       | $26430936.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $30071400.00       | $30866265.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $77604700.00       | $83567802.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-31      | 4.3750%  | 0.0000% | $85042500.00       | $88491951.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $146500000.00      | $155461503.96      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $26931100.00       | $27136907.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.1250%  | 0.0000% | $211730900.00      | $210209741.29      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 0.0000%  | 0.0000% | $138.16            | $110.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 0.0000%  | 0.0000% | $15496062.66       | $11827090.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-15      | 0.0000%  | 0.0000% | $12553331.20       | $12420065.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 0.0000%  | 0.0000% | $783831.95         | $761460.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 0.0000%  | 0.0000% | $213149000.00      | $188892643.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 0.0000%  | 0.0000% | $8610702.71        | $2316037.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 0.0000%  | 0.0000% | $44.12             | $19.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 0.0000%  | 0.0000% | $373.56            | $159.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-02-15      | 0.0000%  | 0.0000% | $1859.00           | $568.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-11-15      | 0.0000%  | 0.0000% | $901.12            | $265.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-08-15      | 0.0000%  | 0.0000% | $99999748.90       | $25657935.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-26      | 0.0000%  | 0.0000% | $49000.00          | $48416.16          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-30      | 2.8750%  | 0.0000% | $812300.00         | $821318.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $600.00            | $806.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $39655100.00       | $47548141.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $3400000.00        | $4171057.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-15      | 0.1250%  | 0.0000% | $2794700.00        | $3000170.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 0.1250%  | 0.0000% | $9526700.00        | $10740347.56       | U.S. Treasuries (including strips) |

### Security 4: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 165999004, C.3 - LEI: N/A, C.5 - Other ID: 165999004_4.14_1103
- **C.18 - Value (incl. sponsor support):** $138250000.00
- **C.18.a - Value (excl. sponsor support):** $138250000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-07-15      | 0.1250%  | 0.0000% | $125226000.00      | $141013835.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $800.00            | $811.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.9555%  | 0.0000% | $300.00            | $300.07            | U.S. Treasuries (including strips) |

### Security 5: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 165999004, C.3 - LEI: N/A, C.5 - Other ID: 165999004_4.15_1103
- **C.18 - Value (incl. sponsor support):** $307000000.00
- **C.18.a - Value (excl. sponsor support):** $307000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2040-07-01      | 6.5580%  | 0.0000% | $1657174.00        | $910460.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-09-01      | 6.3860%  | 0.0000% | $800000.00         | $51510.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 6.3930%  | 0.0000% | $300000.00         | $13301.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-07-01      | 4.8560%  | 0.0000% | $16544200.00       | $16540951.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-02-01      | 5.0300%  | 0.0000% | $1351000.00        | $1368550.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-08-01      | 3.7500%  | 0.0000% | $17533000.00       | $17247317.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 6.2950%  | 0.0000% | $6518240.00        | $123635.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.6150%  | 0.0000% | $5649472.00        | $470294.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 5.0000%  | 0.0000% | $4059880.00        | $177077.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-04-01      | 3.2200%  | 0.0000% | $9709500.00        | $9269449.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $29310432.00       | $2745256.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 3.5000%  | 0.0000% | $1600000.00        | $138475.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $1826018.00        | $390202.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 3.5000%  | 0.0000% | $1793400.00        | $246905.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 6.0750%  | 0.0000% | $1999961.00        | $5038.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 6.5000%  | 0.0000% | $48755008.00       | $587768.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 6.1750%  | 0.0000% | $17000000.00       | $172840.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 4.5000%  | 0.0000% | $334538.00         | $298964.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $49819.00          | $49353.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.3100%  | 0.0000% | $8009296.00        | $5777833.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $9532544.00        | $8027576.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 4.0000%  | 0.0000% | $1075582.00        | $1026680.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $2184800.00        | $2196160.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 6.0000%  | 0.0000% | $1040536.00        | $1087322.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.0000%  | 0.0000% | $1009316.00        | $1021198.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $3912972.00        | $3910966.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.0000%  | 0.0000% | $1345006.00        | $1357201.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $1310350.00        | $1314924.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1184752.00        | $1210824.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.5000%  | 0.0000% | $1548590.00        | $1591052.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $8095584.00        | $8343368.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0490%  | 0.0000% | $10633504.00       | $10761951.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 5.5000%  | 0.0000% | $1120904.00        | $280677.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 3.5900%  | 0.0000% | $740000.00         | $698115.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 3.5900%  | 0.0000% | $1020000.00        | $960276.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.8300%  | 0.0000% | $4070000.00        | $3475644.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 6.5300%  | 0.0000% | $4922136.00        | $548536.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $936000.00         | $82949.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.5000%  | 0.0000% | $8316672.00        | $1725874.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $75000.00          | $37486.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.0700%  | 0.0000% | $1590616.00        | $1296078.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 2.2600%  | 0.0000% | $4710000.00        | $3443496.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.5000%  | 0.0000% | $165542.00         | $115026.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $4768590.00        | $2873896.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $2742704.00        | $2650962.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $3292060.00        | $3323019.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $981399.00         | $675547.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1186202.00        | $866924.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $401132.00         | $330288.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 4.7900%  | 0.0000% | $10766000.00       | $11034791.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 4.7800%  | 0.0000% | $14272500.00       | $14661601.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-04-01      | 4.3400%  | 0.0000% | $18130000.00       | $18212884.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-01      | 4.4800%  | 0.0000% | $15347000.00       | $15614518.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $37000.00          | $9725.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 2.5000%  | 0.0000% | $273771.00         | $72948.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 3.0000%  | 0.0000% | $228753.00         | $69736.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $237674.00         | $94893.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1812900.00        | $980073.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $1005000.00        | $542929.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 1.0000%  | 0.0000% | $33104768.00       | $20122574.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.0000%  | 0.0000% | $5000000.00        | $2452079.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $12000.00          | $7391.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $124000.00         | $79677.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $500000.00         | $373999.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 2.5000%  | 0.0000% | $352422.00         | $256620.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $453527.00         | $314365.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 7.0000%  | 0.0000% | $1097524.00        | $636982.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 4.0000%  | 0.0000% | $1116486.00        | $812753.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1500000.00        | $1285601.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $795000.00         | $523760.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $49300.00          | $41366.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $49000.00          | $45595.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $300000.00         | $292152.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $4777000.00        | $4479912.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $2924016.00        | $2106941.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $25000000.00       | $23923433.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 4.5000%  | 0.0000% | $8032000.00        | $7572845.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $500000.00         | $440258.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 1.5000%  | 0.0000% | $18900544.00       | $16650682.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $140438.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $6678456.00        | $6064965.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $92036.00          | $85298.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $3177188.00        | $2617094.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $501840.00         | $502987.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $107291.00         | $99269.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.0000%  | 0.0000% | $1000000.00        | $540561.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.0000%  | 0.0000% | $1149192.00        | $1080420.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $1180754.00        | $993905.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.0000%  | 0.0000% | $437135.00         | $411869.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.3310%  | 0.0000% | $15000000.00       | $14509017.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $12232064.00       | $12818736.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1789730.00        | $1875916.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $5766080.00        | $5867204.50        | Agency Mortgage-Backed Securities |

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4ZG9, C.4 - ISIN: US3130B4ZG95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $263004502.56
- **C.18.a - Value (excl. sponsor support):** $263004502.56
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53E6, C.4 - ISIN: US3130B53E63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175497199.02
- **C.18.a - Value (excl. sponsor support):** $175497199.02
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B55E4, C.4 - ISIN: US3130B55E46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $219996847.40
- **C.18.a - Value (excl. sponsor support):** $219996847.40
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5EN4, C.4 - ISIN: US3130B5EN41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $176009602.56
- **C.18.a - Value (excl. sponsor support):** $176009602.56
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $87527260.63
- **C.18.a - Value (excl. sponsor support):** $87527260.63
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SD9, C.4 - ISIN: US3130B6SD95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49997013.50
- **C.18.a - Value (excl. sponsor support):** $49997013.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DL5, C.4 - ISIN: US3130B7DL59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118999271.72
- **C.18.a - Value (excl. sponsor support):** $118999271.72
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DN1, C.4 - ISIN: US3130B7DN16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169999646.40
- **C.18.a - Value (excl. sponsor support):** $169999646.40
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **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 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DR2, C.4 - ISIN: US3130B7DR20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $136249923.70
- **C.18.a - Value (excl. sponsor support):** $136249923.70
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.105000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7E42, C.4 - ISIN: US3130B7E424, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128496318.48
- **C.18.a - Value (excl. sponsor support):** $128496318.48
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LT9, C.4 - ISIN: US3130B7LT93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $127241511.15
- **C.18.a - Value (excl. sponsor support):** $127241511.15
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TJ3, C.4 - ISIN: US3130B7TJ30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83996632.44
- **C.18.a - Value (excl. sponsor support):** $83996632.44
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TP9, C.4 - ISIN: US3130B7TP99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124995231.25
- **C.18.a - Value (excl. sponsor support):** $124995231.25
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84B5, C.4 - ISIN: US3130B84B51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149998597.50
- **C.18.a - Value (excl. sponsor support):** $149998597.50
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85P3, C.4 - ISIN: US3130B85P39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128998001.79
- **C.18.a - Value (excl. sponsor support):** $128998001.79
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119998868.40
- **C.18.a - Value (excl. sponsor support):** $119998868.40
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $636489459.56
- **C.18.a - Value (excl. sponsor support):** $636489459.56
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NX2, C.4 - ISIN: US313313NX21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164893850.55
- **C.18.a - Value (excl. sponsor support):** $164893850.55
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313PD4, C.4 - ISIN: US313313PD49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $167783839.44
- **C.18.a - Value (excl. sponsor support):** $167783839.44
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **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 25: 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: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1841407.48
- **C.18.a - Value (excl. sponsor support):** $1841407.48
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385RL2
- **C.18 - Value (incl. sponsor support):** $426950943.10
- **C.18.a - Value (excl. sponsor support):** $426950943.10
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **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 27: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp.
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397RS2, C.4 - ISIN: US313397RS23, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $555673535.20
- **C.18.a - Value (excl. sponsor support):** $555673535.20
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **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 28: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $176053032.32
- **C.18.a - Value (excl. sponsor support):** $176053032.32
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4M0, C.4 - ISIN: US3133ER4M08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89998430.40
- **C.18.a - Value (excl. sponsor support):** $89998430.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59032234.06
- **C.18.a - Value (excl. sponsor support):** $59032234.06
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86565788.44
- **C.18.a - Value (excl. sponsor support):** $86565788.44
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $260502010.60
- **C.18.a - Value (excl. sponsor support):** $260502010.60
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **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):** $386486731.46
- **C.18.a - Value (excl. sponsor support):** $386486731.46
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETD20, C.4 - ISIN: US3133ETD205, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $165995607.64
- **C.18.a - Value (excl. sponsor support):** $165995607.64
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68786222.80
- **C.18.a - Value (excl. sponsor support):** $68786222.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPB7, C.4 - ISIN: US3133ETPB70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85995165.94
- **C.18.a - Value (excl. sponsor support):** $85995165.94
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $128951894.61
- **C.18.a - Value (excl. sponsor support):** $128951894.61
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.105000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRM1, C.4 - ISIN: US3133ETRM18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $179002267.93
- **C.18.a - Value (excl. sponsor support):** $179002267.93
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63506601.46
- **C.18.a - Value (excl. sponsor support):** $63506601.46
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSF5, C.4 - ISIN: US3133ETSF57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $54998700.35
- **C.18.a - Value (excl. sponsor support):** $54998700.35
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.105000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999592.00
- **C.18.a - Value (excl. sponsor support):** $24999592.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127241367.36
- **C.18.a - Value (excl. sponsor support):** $127241367.36
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUW5, C.4 - ISIN: US3133ETUW52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $210005266.80
- **C.18.a - Value (excl. sponsor support):** $210005266.80
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVX2, C.4 - ISIN: US3133ETVX27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $246977266.12
- **C.18.a - Value (excl. sponsor support):** $246977266.12
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $262813483.03
- **C.18.a - Value (excl. sponsor support):** $262813483.03
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $55036463.35
- **C.18.a - Value (excl. sponsor support):** $55036463.35
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 47: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $26512335.22
- **C.18.a - Value (excl. sponsor support):** $26512335.22
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $199991234.00
- **C.18.a - Value (excl. sponsor support):** $199991234.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $130577971.14
- **C.18.a - Value (excl. sponsor support):** $130577971.14
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $60026871.60
- **C.18.a - Value (excl. sponsor support):** $60026871.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $213471155.18
- **C.18.a - Value (excl. sponsor support):** $213471155.18
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $367111215.68
- **C.18.a - Value (excl. sponsor support):** $367111215.68
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $73799041.54
- **C.18.a - Value (excl. sponsor support):** $73799041.54
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 54: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $237658080.00
- **C.18.a - Value (excl. sponsor support):** $237658080.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_3.00_1103
- **C.18 - Value (incl. sponsor support):** $88100000.00
- **C.18.a - Value (excl. sponsor support):** $88100000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2041-02-15      | 0.0000%  | 0.0000% | $585600.00         | $294070.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $5398600.00        | $2065347.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-05-15      | 0.0000%  | 0.0000% | $350400.00         | $119610.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-05-15      | 0.0000%  | 0.0000% | $313200.00         | $88992.65          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-02-15      | 4.7500%  | 0.0000% | $1910100.00        | $2033860.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-05-15      | 4.3750%  | 0.0000% | $1300000.00        | $1319315.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 4.7500%  | 0.0000% | $59274000.00       | $61737063.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-05-15      | 4.6250%  | 0.0000% | $1899800.00        | $1929389.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.0000%  | 0.0000% | $439600.00         | $367883.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $1546800.00        | $1517177.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 0.6250%  | 0.0000% | $389700.00         | $373736.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $3200.00           | $3022.17           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $200.00            | $200.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 4.6250%  | 0.0000% | $1722900.00        | $1777462.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8750%  | 0.0000% | $1500000.00        | $1577280.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $1620000.00        | $1684425.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $2083000.00        | $2101579.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $2070400.00        | $2124523.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 4.8750%  | 0.0000% | $277300.00         | $284565.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 4.8750%  | 0.0000% | $738100.00         | $757437.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 4.3750%  | 0.0000% | $86600.00          | $87922.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $1920800.00        | $1939540.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $720600.00         | $750110.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $200.00            | $203.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $899800.00         | $904063.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $1337600.00        | $1345290.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $2222200.00        | $2218507.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 0.0000%  | 0.0000% | $122.88            | $98.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-11-15      | 0.0000%  | 0.0000% | $1310970.00        | $345805.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-02-15      | 0.0000%  | 0.0000% | $318993.00         | $113515.25         | U.S. Treasuries (including strips) |

### Security 56: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.760000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_3.76_1103
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-02-15      | 0.0000%  | 0.0000% | $43446336.00       | $38472947.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-05-15      | 0.0000%  | 0.0000% | $105503181.98      | $63527052.98       | U.S. Treasuries (including strips) |

### Security 57: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.900000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_3.90_1103
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $194353300.00      | $255000075.47      | U.S. Treasuries (including strips) |

### Security 58: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_4.00_1103
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-11-30      | 1.2500%  | 0.0000% | $260433600.00      | $255000020.11      | U.S. Treasuries (including strips) |

### Security 59: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_4.16_1103
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $13690.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 5.0000%  | 0.0000% | $7071056.00        | $41330.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1100142.00        | $666035.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $4358512.00        | $4502222.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $3457900.00        | $3529214.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $1034018.00        | $1035103.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1842378.00        | $1910414.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-04-01      | 4.0000%  | 0.0000% | $55000.00          | $5343.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.5000%  | 0.0000% | $3084168.00        | $877974.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $3226544.00        | $415433.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $118000.00         | $13947.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $10261888.00       | $7730554.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 4.5000%  | 0.0000% | $1349796.00        | $393721.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $16067360.00       | $10624237.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $53359520.00       | $55734851.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 4.0000%  | 0.0000% | $20795320.00       | $2354033.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-01-01      | 4.0000%  | 0.0000% | $25298240.00       | $1215713.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 6.5000%  | 0.0000% | $1221226.00        | $1114862.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 5.0000%  | 0.0000% | $82130688.00       | $78879201.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $408284.00         | $423735.80         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2042-01-15      | 3.5000%  | 0.0000% | $2484148.00        | $207532.17         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2043-04-20      | 3.0000%  | 0.0000% | $1819596.00        | $340074.40         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2042-12-15      | 3.0000%  | 0.0000% | $9394960.00        | $805429.47         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2042-12-20      | 3.0000%  | 0.0000% | $991000.00         | $107939.38         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2046-01-20      | 3.5000%  | 0.0000% | $424000.00         | $41883.01          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2047-12-20      | 4.0000%  | 0.0000% | $987000.00         | $101109.80         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2048-03-20      | 4.0000%  | 0.0000% | $11227000.00       | $1026895.23        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2048-03-20      | 5.5000%  | 0.0000% | $847369.00         | $102561.37         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2052-12-20      | 4.0000%  | 0.0000% | $30000.00          | $23918.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-07-01      | 2.5000%  | 0.0000% | $3607840.00        | $613804.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-04-01      | 5.0000%  | 0.0000% | $122000000.00      | $790505.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-03-01      | 5.5000%  | 0.0000% | $1490776.00        | $92786.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-03-01      | 4.5000%  | 0.0000% | $1330000.00        | $74938.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-01-01      | 2.5000%  | 0.0000% | $1993444.00        | $221403.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-04-01      | 2.5000%  | 0.0000% | $10618416.00       | $7014750.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 3.0000%  | 0.0000% | $243110400.00      | $155154769.77      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $1004240.00        | $530005.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1560172.00        | $1596807.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-01-01      | 2.0000%  | 0.0000% | $504025.00         | $307772.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $1544892.00        | $1135498.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 7.0000%  | 0.0000% | $47237503.00       | $1275118.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-02-01      | 6.0000%  | 0.0000% | $10067360.00       | $14285.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 5.5000%  | 0.0000% | $9997792.00        | $43215.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-03-01      | 6.0000%  | 0.0000% | $8007232.00        | $10865.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 5.0000%  | 0.0000% | $1148294.00        | $27290.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 3.5000%  | 0.0000% | $18600000.00       | $1268597.60        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2053-07-20      | 5.5000%  | 0.0000% | $940183.00         | $739895.79         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2047-10-15      | 4.0000%  | 0.0000% | $84999.00          | $28209.87          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2048-01-15      | 4.0000%  | 0.0000% | $63000.00          | $29310.44          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-01-20      | 6.5000%  | 0.0000% | $2163740.00        | $2098201.02        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-03-20      | 6.5000%  | 0.0000% | $2933108.00        | $2819197.74        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-07-20      | 5.5000%  | 0.0000% | $5800.00           | $5897.82           | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-10-20      | 6.0000%  | 0.0000% | $1233916.00        | $1288221.88        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-10-20      | 6.5000%  | 0.0000% | $2059548.00        | $2196672.02        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-09-20      | 6.5000%  | 0.0000% | $4743440.00        | $4966934.29        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-09-20      | 6.5000%  | 0.0000% | $1000000.00        | $1050026.03        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-10-20      | 6.5000%  | 0.0000% | $1204712.00        | $1286534.43        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-10-20      | 5.5000%  | 0.0000% | $5695264.00        | $5740099.01        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-10-20      | 6.0000%  | 0.0000% | $216637.00         | $221484.03         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-10-20      | 6.5000%  | 0.0000% | $9048.00           | $9481.32           | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-10-20      | 6.5000%  | 0.0000% | $1185910.00        | $1248905.14        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-10-20      | 6.5000%  | 0.0000% | $2050492.00        | $2158706.03        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-05-20      | 4.0000%  | 0.0000% | $501338.00         | $472558.36         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-05-20      | 5.5000%  | 0.0000% | $141831168.00      | $142256933.61      | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-09-20      | 5.0000%  | 0.0000% | $43738368.00       | $43773314.08       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-10-20      | 5.5000%  | 0.0000% | $1122028.00        | $1156846.03        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2044-05-15      | 4.0000%  | 0.0000% | $1478450.00        | $189881.84         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2038-12-20      | 6.0000%  | 0.0000% | $4041224.00        | $50175.10          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2039-10-20      | 5.0000%  | 0.0000% | $3007084.00        | $83246.53          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2040-06-20      | 5.0000%  | 0.0000% | $1349474.00        | $48644.67          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2040-11-20      | 4.0000%  | 0.0000% | $4886952.00        | $245151.29         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2038-12-20      | 6.0000%  | 0.0000% | $1023972.00        | $35436.78          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2033-04-15      | 5.5000%  | 0.0000% | $15634000.00       | $87733.89          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2036-06-15      | 5.5000%  | 0.0000% | $1334316.00        | $89929.40          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-03-20      | 3.0000%  | 0.0000% | $32301440.00       | $16099895.22       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2049-11-20      | 5.0000%  | 0.0000% | $45868640.00       | $8628067.74        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-02-20      | 3.0000%  | 0.0000% | $33274688.00       | $18460808.29       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-07-20      | 3.0000%  | 0.0000% | $430000.00         | $266202.60         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-07-20      | 3.0000%  | 0.0000% | $15318432.00       | $7943383.85        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2053-03-20      | 5.5000%  | 0.0000% | $999000.00         | $744721.85         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2053-05-20      | 5.5000%  | 0.0000% | $199000.00         | $160625.63         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-12-20      | 2.5000%  | 0.0000% | $435000.00         | $304501.79         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2054-07-20      | 5.5000%  | 0.0000% | $99000.00          | $93243.16          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2046-04-15      | 3.0000%  | 0.0000% | $318000.00         | $154542.77         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2034-09-15      | 6.5000%  | 0.0000% | $3166000.00        | $31469.03          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2032-11-15      | 7.0000%  | 0.0000% | $1657670.00        | $39381.30          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2041-12-20      | 5.5000%  | 0.0000% | $1396004.00        | $50018.17          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2040-05-15      | 5.0000%  | 0.0000% | $1805740.00        | $48089.87          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2035-03-15      | 5.5000%  | 0.0000% | $8425824.00        | $38140.52          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2045-11-15      | 3.0000%  | 0.0000% | $215959.00         | $87338.74          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2038-05-15      | 5.0000%  | 0.0000% | $7987000.00        | $60560.42          | Agency Mortgage-Backed Securities |

### Security 60: HSBC USA, Inc.

- **C.1 - Title:** HSBC USA, Inc. 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 4049YJ005, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 4049YJ005_4.15_1103
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2041-05-15      | 0.0000%  | 0.0000% | $74808500.00       | $36940138.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 0.0000%  | 0.0000% | $18456500.00       | $8700154.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-02-15      | 0.0000%  | 0.0000% | $15454900.00       | $5313750.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-08-15      | 0.0000%  | 0.0000% | $6965200.00        | $2230640.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-02-15      | 0.0000%  | 0.0000% | $3899000.00        | $1945160.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 0.0000%  | 0.0000% | $225004000.00      | $110788369.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 0.0000%  | 0.0000% | $350000.00         | $164790.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 0.0000%  | 0.0000% | $81900000.00       | $37109954.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-08-15      | 0.0000%  | 0.0000% | $500000.00         | $205912.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 0.0000%  | 0.0000% | $3390000.00        | $3206095.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-15      | 0.6250%  | 0.0000% | $4539500.00        | $4788029.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 0.0000%  | 0.0000% | $22865816.35       | $16648349.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.0000%  | 0.0000% | $41909944.32       | $34561454.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 0.0000%  | 0.0000% | $71519354.88       | $50231118.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 0.0000%  | 0.0000% | $53229649.92       | $51710422.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 0.0000%  | 0.0000% | $1128620.80        | $1086786.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-05-15      | 0.0000%  | 0.0000% | $19221632.00       | $9761263.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-08-15      | 0.0000%  | 0.0000% | $34102804.48       | $17049663.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-08-15      | 0.0000%  | 0.0000% | $34870312.96       | $15557948.05       | U.S. Treasuries (including strips) |

### Security 61: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_4.09_1103
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2052-11-15      | 4.0000%  | 0.0000% | $111570300.00      | $102000085.87      | U.S. Treasuries (including strips) |

### Security 62: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_4.14_1103
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2043-02-15      | 0.0000%  | 0.0000% | $4628000.00        | $2066101.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-08-15      | 3.6250%  | 0.0000% | $2175000.00        | $1931521.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-02-15      | 3.0000%  | 0.0000% | $8385100.00        | $6536916.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 2.7500%  | 0.0000% | $11605000.00       | $8587874.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $26748000.00       | $35094552.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $77975800.00       | $76886799.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 3.2500%  | 0.0000% | $53443000.00       | $53274268.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $99763600.00       | $102079967.66      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-11-15      | 0.0000%  | 0.0000% | $15767140.75       | $9736146.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-05-15      | 0.0000%  | 0.0000% | $32251318.22       | $9805852.05        | U.S. Treasuries (including strips) |

### Security 63: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_4.15_1103
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2042-07-25      | 4.0000%  | 0.0000% | $8095311.00        | $79663.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2042-12-25      | 3.0000%  | 0.0000% | $24500000.00       | $139834.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-03-25      | 4.5000%  | 0.0000% | $54166656.00       | $75831.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-07-25      | 3.5000%  | 0.0000% | $32500000.00       | $439816.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-11-25      | 4.0000%  | 0.0000% | $42614016.00       | $480440.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-07-25      | 4.0000%  | 0.0000% | $48352256.00       | $861936.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-01-25      | 3.5000%  | 0.0000% | $14346336.00       | $718854.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-06-25      | 5.0000%  | 0.0000% | $162897408.00      | $9334875.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-07-25      | 3.5000%  | 0.0000% | $42139264.00       | $2712136.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-09-25      | 2.0000%  | 0.0000% | $50000000.00       | $3676252.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-12-25      | 2.0000%  | 0.0000% | $39515000.00       | $3699257.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-11-25      | 4.0000%  | 0.0000% | $88218240.00       | $6626430.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-02-25      | 3.5000%  | 0.0000% | $33838656.00       | $2312952.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-02-25      | 3.5000%  | 0.0000% | $40566528.00       | $3388365.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-25      | 3.0000%  | 0.0000% | $32910656.00       | $1956634.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-25      | 3.0000%  | 0.0000% | $27013824.00       | $1750517.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-25      | 3.0000%  | 0.0000% | $36789312.00       | $3709005.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-08-25      | 3.0000%  | 0.0000% | $114032128.00      | $9371282.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-12-25      | 3.0000%  | 0.0000% | $30000000.00       | $3097447.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-12-25      | 3.0000%  | 0.0000% | $15038784.00       | $1529101.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-07-25      | 5.0000%  | 0.0000% | $19929400.00       | $2743230.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-12-25      | 4.0000%  | 0.0000% | $10000000.00       | $1683150.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-04-25      | 5.0000%  | 0.0000% | $94763136.00       | $15097480.17       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-25      | 5.5000%  | 0.0000% | $8048816.00        | $886042.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-05-25      | 6.0000%  | 0.0000% | $766667.00         | $128279.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-03-25      | 5.5000%  | 0.0000% | $8256544.00        | $918657.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2036-02-25      | 6.0000%  | 0.0000% | $3333332.00        | $576985.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-10-25      | 6.0000%  | 0.0000% | $5637264.00        | $959841.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2042-10-15      | 4.5000%  | 0.0000% | $94872576.00       | $969102.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-11-15      | 3.5000%  | 0.0000% | $29222200.00       | $124391.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2027-09-25      | 0.7217%  | 0.0000% | $21270000.00       | $240452.80         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2042-07-20      | 3.5000%  | 0.0000% | $1000.00           | $76.77             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2042-07-20      | 4.0000%  | 0.0000% | $1000.00           | $60.20             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2042-08-20      | 4.0000%  | 0.0000% | $1000.00           | $63.74             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2027-12-20      | 2.5000%  | 0.0000% | $2002.00           | $47.60             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2043-04-20      | 3.5000%  | 0.0000% | $1000.00           | $90.88             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2028-09-20      | 2.5000%  | 0.0000% | $1013.00           | $33.90             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2028-10-20      | 2.5000%  | 0.0000% | $1000.00           | $52.12             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2044-07-20      | 3.5000%  | 0.0000% | $1000.00           | $68.70             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2044-12-20      | 3.5000%  | 0.0000% | $1000.00           | $72.38             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2045-01-20      | 3.5000%  | 0.0000% | $1000.00           | $69.86             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2045-04-20      | 3.0000%  | 0.0000% | $1000.00           | $90.13             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2045-04-20      | 3.5000%  | 0.0000% | $1000.00           | $73.76             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2045-08-20      | 3.5000%  | 0.0000% | $1000.00           | $92.98             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2046-07-20      | 4.0000%  | 0.0000% | $1032.00           | $97.95             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2047-09-20      | 5.0000%  | 0.0000% | $1000.00           | $90.05             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2048-09-20      | 5.0000%  | 0.0000% | $1000.00           | $77.31             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $92.48             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2049-03-20      | 5.0000%  | 0.0000% | $1000.00           | $75.64             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2049-11-20      | 2.5000%  | 0.0000% | $1000.00           | $88.76             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2045-03-15      | 3.0000%  | 0.0000% | $1000.00           | $91.99             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2045-05-20      | 3.5000%  | 0.0000% | $2000.00           | $73.95             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-04-20      | 7.5000%  | 0.0000% | $1000.00           | $47.61             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2039-02-20      | 6.5000%  | 0.0000% | $1993.00           | $30.76             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2039-07-20      | 4.5000%  | 0.0000% | $1000.00           | $33.75             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2037-10-20      | 6.5000%  | 0.0000% | $1989.00           | $21.83             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2038-02-20      | 6.0000%  | 0.0000% | $1000.00           | $11.44             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2038-03-20      | 5.0000%  | 0.0000% | $4998.00           | $62.27             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2038-06-20      | 5.5000%  | 0.0000% | $1000.00           | $12.69             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2038-06-20      | 6.0000%  | 0.0000% | $4000.00           | $47.93             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2038-11-20      | 6.0000%  | 0.0000% | $5007.00           | $54.78             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2038-12-20      | 6.0000%  | 0.0000% | $1001.00           | $12.43             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2042-01-20      | 3.5000%  | 0.0000% | $1000.00           | $71.37             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2040-06-20      | 4.5000%  | 0.0000% | $1000.00           | $36.78             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2040-06-20      | 5.0000%  | 0.0000% | $1000.00           | $36.05             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2040-09-20      | 5.0000%  | 0.0000% | $1000.00           | $40.54             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2040-09-20      | 6.0000%  | 0.0000% | $1003.00           | $27.69             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2040-11-20      | 4.0000%  | 0.0000% | $1000.00           | $50.17             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2039-04-20      | 6.0000%  | 0.0000% | $1000.00           | $29.05             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2036-10-20      | 6.0000%  | 0.0000% | $1001.00           | $31.81             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2041-03-20      | 5.5000%  | 0.0000% | $2000.00           | $86.84             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2038-12-20      | 6.0000%  | 0.0000% | $2001.00           | $69.25             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2041-04-20      | 5.0000%  | 0.0000% | $1000.00           | $32.85             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2038-10-20      | 6.0000%  | 0.0000% | $2004.00           | $49.66             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2041-11-20      | 4.5000%  | 0.0000% | $1000.00           | $47.13             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2026-03-20      | 5.6250%  | 0.0000% | $818931.00         | $53.80             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2026-04-20      | 5.6250%  | 0.0000% | $1343223.00        | $93.06             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2039-02-15      | 5.5000%  | 0.0000% | $1001.00           | $13.00             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2039-07-15      | 5.0000%  | 0.0000% | $1001.00           | $13.73             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2040-01-15      | 4.5000%  | 0.0000% | $1000.00           | $29.12             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2040-05-15      | 5.0000%  | 0.0000% | $1000.00           | $56.88             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2040-07-15      | 4.5000%  | 0.0000% | $1000.00           | $39.77             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2040-03-15      | 4.5000%  | 0.0000% | $1000.00           | $21.97             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2041-03-15      | 4.5000%  | 0.0000% | $1008.00           | $69.18             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2041-08-15      | 4.5000%  | 0.0000% | $1000.00           | $26.60             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2027-06-15      | 9.0000%  | 0.0000% | $9056090.00        | $78.58             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2029-03-15      | 7.5000%  | 0.0000% | $1023.00           | $0.83              | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2033-04-15      | 5.5000%  | 0.0000% | $1000.00           | $5.61              | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2033-07-15      | 5.5000%  | 0.0000% | $2004.00           | $14.89             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2027-08-20      | 4.6250%  | 0.0000% | $360273.00         | $98.63             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2040-10-15      | 4.5000%  | 0.0000% | $2000.00           | $75.01             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2027-07-15      | 3.5000%  | 0.0000% | $1001.00           | $9.37              | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2040-08-15      | 5.0000%  | 0.0000% | $1000.00           | $70.75             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2044-05-20      | 4.5000%  | 0.0000% | $4000.00           | $48.48             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2029-08-15      | 7.0000%  | 0.0000% | $1000.00           | $63.14             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2050-04-20      | 4.5000%  | 0.0000% | $1000.00           | $28.52             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2039-02-15      | 5.5000%  | 0.0000% | $2000.00           | $20.01             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2039-03-15      | 5.5000%  | 0.0000% | $2001.00           | $31.37             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2034-09-15      | 6.5000%  | 0.0000% | $6000.00           | $59.64             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2035-12-15      | 5.0000%  | 0.0000% | $1000.00           | $21.46             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2038-03-15      | 5.5000%  | 0.0000% | $4000.00           | $39.25             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2038-06-15      | 5.5000%  | 0.0000% | $2006.00           | $13.10             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2038-12-15      | 5.0000%  | 0.0000% | $3100.00           | $51.86             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2031-12-20      | 4.5000%  | 0.0000% | $1000.00           | $28.90             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2034-12-15      | 5.0000%  | 0.0000% | $1000.00           | $54.39             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2039-09-15      | 5.5000%  | 0.0000% | $1000.00           | $13.32             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2036-09-15      | 5.0000%  | 0.0000% | $1000.00           | $32.50             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2040-05-15      | 5.0000%  | 0.0000% | $2000.00           | $53.27             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2041-05-20      | 5.5000%  | 0.0000% | $1000.00           | $40.16             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2041-05-15      | 5.0000%  | 0.0000% | $1000.00           | $29.82             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2036-03-15      | 5.5000%  | 0.0000% | $1000.00           | $59.05             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2041-09-20      | 4.0000%  | 0.0000% | $1000.00           | $52.00             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2038-07-15      | 5.5000%  | 0.0000% | $1001.00           | $16.37             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2038-06-15      | 5.5000%  | 0.0000% | $1000.00           | $3.84              | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2038-11-15      | 5.5000%  | 0.0000% | $1024.00           | $6.96              | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2039-04-15      | 6.0000%  | 0.0000% | $1000.00           | $19.55             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2038-10-15      | 6.5000%  | 0.0000% | $2000.00           | $15.97             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2039-01-15      | 5.5000%  | 0.0000% | $2000.00           | $9.52              | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2039-02-15      | 5.5000%  | 0.0000% | $1001.00           | $23.72             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2040-01-15      | 5.0000%  | 0.0000% | $1000.00           | $52.94             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2040-03-15      | 4.5000%  | 0.0000% | $1000.00           | $71.09             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2044-10-25      | 2.0573%  | 0.0000% | $8733966.00        | $319290.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-05-25      | 2.2285%  | 0.0000% | $14495000.00       | $745624.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-05-25      | 2.1566%  | 0.0000% | $29700000.00       | $380432.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-06-27      | 1.5340%  | 0.0000% | $10000000.00       | $339703.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-08-27      | 1.6658%  | 0.0000% | $4000000.00        | $142604.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-07-25      | 3.0048%  | 0.0000% | $6490000.00        | $802929.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-09-25      | 3.0183%  | 0.0000% | $5295120.00        | $657771.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-09-25      | 2.7273%  | 0.0000% | $2000000.00        | $235983.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-04-27      | 2.0148%  | 0.0000% | $16000000.00       | $491174.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-01-25      | 2.8772%  | 0.0000% | $5000000.00        | $731893.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-05-25      | 3.2139%  | 0.0000% | $1269300.00        | $218001.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2057-05-25      | 5.6737%  | 0.0000% | $14600000.00       | $5595041.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2034-05-25      | 5.1528%  | 0.0000% | $41296500.00       | $36546972.39       | Agency Collateralized Mortgage Obligation |
| GNMA                                  | 2042-05-20      | 3.5000%  | 0.0000% | $1000.00           | $72.43             | Agency Mortgage-Backed Securities         |

### Security 64: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: 66585Q007_4.15_1103
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49951912.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49951912.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $36900000.00       | $36864511.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49951912.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49951912.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 1.2500%  | 0.0000% | $31855800.00       | $29858898.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49951912.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49951912.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49951912.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.4357%  | 0.0000% | $15628500.00       | $17113203.84       | U.S. Treasuries (including strips) |

### Security 65: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 795993005, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795993005_4.15_1103
- **C.18 - Value (incl. sponsor support):** $64000000.00
- **C.18.a - Value (excl. sponsor support):** $64000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $79.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 2.8750%  | 0.0000% | $1564200.00        | $1257401.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 3.8750%  | 0.0000% | $500.00            | $462.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 3.8750%  | 0.0000% | $26500.00          | $24706.39          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 4.7500%  | 0.0000% | $61444200.00       | $63997443.61       | U.S. Treasuries (including strips) |

### Security 66: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_4.15_1103
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 11.5400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2043-08-15      | 4.3750%  | 0.0000% | $241925700.00      | $237950447.06      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-05-15      | 3.6250%  | 0.0000% | $50089500.00       | $42760338.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-08-15      | 3.8750%  | 0.0000% | $116120800.00      | $110031559.95      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-02-15      | 2.1250%  | 0.0000% | $89859300.00       | $89047671.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-05-15      | 4.6250%  | 0.0000% | $42466000.00       | $43157299.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $250000000.00      | $258707547.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $25000000.00       | $26516676.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $1021166300.00     | $1068808037.64     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $1000000000.00     | $1053114840.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-05-15      | 2.8750%  | 0.0000% | $55640500.00       | $41884691.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $600000000.00      | $598021080.00      | U.S. Treasuries (including strips) |

### Security 67: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396658224.00
- **C.18.a - Value (excl. sponsor support):** $396658224.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $182921663.75
- **C.18.a - Value (excl. sponsor support):** $182921663.75
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $182393494.30
- **C.18.a - Value (excl. sponsor support):** $182393494.30
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $355887155.78
- **C.18.a - Value (excl. sponsor support):** $355887155.78
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $351638618.36
- **C.18.a - Value (excl. sponsor support):** $351638618.36
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $826600253.60
- **C.18.a - Value (excl. sponsor support):** $826600253.60
- **C.19 - Percentage of Net Assets:** 2.7300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $536534323.20
- **C.18.a - Value (excl. sponsor support):** $536534323.20
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $546292000.02
- **C.18.a - Value (excl. sponsor support):** $546292000.02
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1486343010.74
- **C.18.a - Value (excl. sponsor support):** $1486343010.74
- **C.19 - Percentage of Net Assets:** 4.9000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $374640000.00
- **C.18.a - Value (excl. sponsor support):** $374640000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1495269375.00
- **C.18.a - Value (excl. sponsor support):** $1495269375.00
- **C.19 - Percentage of Net Assets:** 4.9300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $492611665.00
- **C.18.a - Value (excl. sponsor support):** $492611665.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $305197455.20
- **C.18.a - Value (excl. sponsor support):** $305197455.20
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396776000.00
- **C.18.a - Value (excl. sponsor support):** $396776000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $345808791.68
- **C.18.a - Value (excl. sponsor support):** $345808791.68
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395261532.00
- **C.18.a - Value (excl. sponsor support):** $395261532.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.010500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $835109410.05
- **C.18.a - Value (excl. sponsor support):** $835109410.05
- **C.19 - Percentage of Net Assets:** 2.7500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: N/A, C.5 - Other ID: 94974A003_4.15_1103
- **C.18 - Value (incl. sponsor support):** $297400000.00
- **C.18.a - Value (excl. sponsor support):** $297400000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $8023666.12        | $8389186.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $4286649.25        | $4547119.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $225317.68         | $230437.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.9255%  | 0.0000% | $162231.70         | $162158.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $5263645.42        | $5415711.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $30086173.60       | $30268628.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.1250%  | 0.0000% | $21405922.62       | $21224632.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-11      | 0.0000%  | 0.0000% | $74.35             | $74.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $1939271.05        | $2544408.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $8829545.78        | $11428866.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-15      | 0.8750%  | 0.0000% | $13383669.15       | $17004651.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 2.1250%  | 0.0000% | $8617388.05        | $8610030.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-15      | 0.2500%  | 0.0000% | $6832765.00        | $8364614.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-15      | 0.6250%  | 0.0000% | $4004453.82        | $5452844.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $5462308.62        | $7253715.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 0.7500%  | 0.0000% | $226395.75         | $290042.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $215317.60         | $257904.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $17332434.82       | $20744558.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-15      | 0.1250%  | 0.0000% | $6556889.32        | $7636324.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-15      | 0.1250%  | 0.0000% | $5669075.98        | $6376335.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 0.1250%  | 0.0000% | $14762787.30       | $17354359.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-15      | 0.1250%  | 0.0000% | $43420.40          | $46557.78          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 0.1250%  | 0.0000% | $135911.80         | $153192.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $6341014.10        | $7018163.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $6415401.28        | $6761546.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $16618005.68       | $17939888.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 3.5000%  | 0.0000% | $24042001.88       | $23978050.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $11711351.78       | $12315223.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $19408584.22       | $21277016.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-01-15      | 1.7500%  | 0.0000% | $2796117.62        | $2968045.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 4.5000%  | 0.0000% | $7098008.62        | $7144077.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $15204351.95       | $16362169.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $3641365.60        | $3827466.05        | U.S. Treasuries (including strips) |

### Security 85: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: N/A, C.5 - Other ID: 94974A003_4.16_1103
- **C.18 - Value (incl. sponsor support):** $604700000.00
- **C.18.a - Value (excl. sponsor support):** $604700000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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          | 2043-02-20      | 3.0000%  | 0.0000% | $55528749.04       | $6157762.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-20      | 4.0000%  | 0.0000% | $4940380.86        | $435546.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-03-20      | 4.0000%  | 0.0000% | $1950822.00        | $159558.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 7.0000%  | 0.0000% | $212818.12         | $9205.38           | Agency Mortgage-Backed Securities |
| GNMA          | 2042-05-20      | 4.0000%  | 0.0000% | $6915173.17        | $387351.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-10-20      | 3.0000%  | 0.0000% | $127356.54         | $13695.51          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-10-20      | 3.5000%  | 0.0000% | $8734555.56        | $763626.78         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-11-20      | 2.5000%  | 0.0000% | $72944.29          | $9649.97           | Agency Mortgage-Backed Securities |
| GNMA          | 2043-01-20      | 4.0000%  | 0.0000% | $1816901.10        | $168777.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2028-04-20      | 2.0000%  | 0.0000% | $1343777.78        | $45593.49          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 3.5000%  | 0.0000% | $4302799.29        | $391025.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-06-20      | 3.0000%  | 0.0000% | $853298.89         | $94800.26          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-08-20      | 5.5000%  | 0.0000% | $139799.25         | $6052.76           | Agency Mortgage-Backed Securities |
| GNMA          | 2043-07-20      | 4.0000%  | 0.0000% | $3241944.52        | $289190.94         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $1513104.53        | $1566972.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1172380.27        | $1224648.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $1595685.05        | $1601073.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $1221434.87        | $1251266.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 3.5000%  | 0.0000% | $1776275.34        | $1592657.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $74013267.69       | $69593802.64       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $153650548.41      | $153042643.81      | Agency Mortgage-Backed Securities |
| GNMA          | 2040-06-20      | 4.0000%  | 0.0000% | $428712.82         | $414491.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 4.0000%  | 0.0000% | $18549820.20       | $17627380.92       | Agency Mortgage-Backed Securities |
| GNMA          | 2046-04-20      | 3.5000%  | 0.0000% | $2437550.40        | $483682.10         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-20      | 3.5000%  | 0.0000% | $3771861.27        | $345904.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-11-20      | 3.0000%  | 0.0000% | $503916.67         | $125300.22         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-05-20      | 3.5000%  | 0.0000% | $8549376.26        | $1878993.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2028-10-20      | 7.0000%  | 0.0000% | $434548.84         | $366.74            | Agency Mortgage-Backed Securities |
| GNMA          | 2029-09-20      | 7.0000%  | 0.0000% | $25425689.21       | $20661.68          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-08-20      | 6.0000%  | 0.0000% | $8465484.88        | $26551.75          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-05-20      | 4.0000%  | 0.0000% | $63829.44          | $2425.96           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-06-20      | 5.5000%  | 0.0000% | $33594.44          | $408.80            | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-20      | 6.0000%  | 0.0000% | $100783.33         | $1244.59           | Agency Mortgage-Backed Securities |
| GNMA          | 2041-08-20      | 4.5000%  | 0.0000% | $1198589.31        | $54933.65          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-05-20      | 5.0000%  | 0.0000% | $1074777.65        | $60126.71          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-11-20      | 4.0000%  | 0.0000% | $87345555.56       | $4954456.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-20      | 4.0000%  | 0.0000% | $13068238.89       | $1302014.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-04-20      | 4.0000%  | 0.0000% | $943694.15         | $57376.25          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-09-20      | 4.0000%  | 0.0000% | $1746911.11        | $116081.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-10-20      | 4.0000%  | 0.0000% | $620914.02         | $40700.36          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 6.5000%  | 0.0000% | $1343777.78        | $155891.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-07-20      | 4.0000%  | 0.0000% | $33915847.87       | $2765382.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-10-20      | 4.0000%  | 0.0000% | $179940812.15      | $13710279.95       | Agency Mortgage-Backed Securities |
| GNMA          | 2043-07-20      | 2.0000%  | 0.0000% | $48871.18          | $17483.19          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-12-20      | 3.0000%  | 0.0000% | $1134124.26        | $129454.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-12-20      | 4.0000%  | 0.0000% | $54695998.53       | $4853824.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-02-20      | 3.0000%  | 0.0000% | $33594444.44       | $4160969.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-20      | 4.5000%  | 0.0000% | $1329324.10        | $105176.48         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-06-20      | 3.5000%  | 0.0000% | $335944.44         | $36513.57          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-09-20      | 6.5000%  | 0.0000% | $47032.22          | $2870.80           | Agency Mortgage-Backed Securities |
| GNMA          | 2046-08-20      | 3.5000%  | 0.0000% | $40313333.33       | $4669972.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 3.5000%  | 0.0000% | $268755.56         | $32218.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-10-20      | 6.5000%  | 0.0000% | $23516.11          | $3779.83           | Agency Mortgage-Backed Securities |
| GNMA          | 2046-11-20      | 5.5000%  | 0.0000% | $83006.50          | $11884.28          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-08-20      | 4.0000%  | 0.0000% | $41104423.37       | $3889349.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 5.5000%  | 0.0000% | $4597709.46        | $411918.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 4.0000%  | 0.0000% | $335944.44         | $33013.89          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-09-20      | 3.0000%  | 0.0000% | $268755.56         | $27936.62          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-20      | 3.5000%  | 0.0000% | $43156540.01       | $5064718.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2032-09-20      | 4.0000%  | 0.0000% | $74984.82          | $2243.67           | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 3.0000%  | 0.0000% | $230773893.69      | $32956704.80       | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 5.5000%  | 0.0000% | $8461886.25        | $1309480.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-05-20      | 3.0000%  | 0.0000% | $14517827.74       | $2304036.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-06-20      | 4.0000%  | 0.0000% | $45660063.86       | $4106048.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-05-20      | 4.5000%  | 0.0000% | $234023855.18      | $17095006.60       | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 3.5000%  | 0.0000% | $30235.00          | $3626.92           | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 3.5000%  | 0.0000% | $806266.67         | $100342.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-09-20      | 5.0000%  | 0.0000% | $11989304.93       | $926839.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-10-20      | 3.5000%  | 0.0000% | $126987.00         | $13777.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-02-20      | 4.0000%  | 0.0000% | $178386.50         | $20281.38          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-03-20      | 4.0000%  | 0.0000% | $413896.32         | $44315.61          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-04-20      | 4.5000%  | 0.0000% | $34703.06          | $5293.43           | Agency Mortgage-Backed Securities |
| GNMA          | 2049-05-20      | 4.0000%  | 0.0000% | $32802428.54       | $2715340.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2034-06-20      | 4.0000%  | 0.0000% | $238812.83         | $27877.89          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $1771760.25        | $1692758.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $1514879.66        | $1461051.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 7.0000%  | 0.0000% | $744332.62         | $766666.15         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 7.0000%  | 0.0000% | $822130.64         | $781970.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 7.0000%  | 0.0000% | $736942.51         | $765917.11         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.0000%  | 0.0000% | $843395.25         | $864560.32         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1969304.99        | $2063614.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1283727.04        | $1336080.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 6.0000%  | 0.0000% | $2468096.49        | $2518537.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1648304.70        | $1562814.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $947957.96         | $760759.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1225301.59        | $1031657.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.0000%  | 0.0000% | $877729.44         | $853055.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $2983810.18        | $3011811.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $3607366.07        | $3463517.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $835573.12         | $878305.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $2856059.91        | $3114757.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $5200641.72        | $5339439.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $787285.13         | $823459.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1149241.76        | $1183074.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $848091.08         | $864350.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $1096440.02        | $1144529.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $9972344.20        | $10269717.16       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2748227.79        | $2871448.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $12395085.51       | $12644491.15       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $729485.22         | $742796.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-06-20      | 4.5000%  | 0.0000% | $2356314.33        | $253640.98         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 3.0000%  | 0.0000% | $304415.39         | $39227.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-08-20      | 4.5000%  | 0.0000% | $227781.76         | $44948.57          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 4.0000%  | 0.0000% | $1343777.78        | $148333.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 2.5000%  | 0.0000% | $33628038.89       | $5675888.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2036-01-20      | 2.5000%  | 0.0000% | $1055704.74        | $396946.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $32850811.26       | $14632573.12       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 3.0000%  | 0.0000% | $1041478.17        | $386822.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 1.5000%  | 0.0000% | $48865331.97       | $25840511.14       | Agency Mortgage-Backed Securities |
| GNMA          | 2049-12-20      | 3.0000%  | 0.0000% | $8640491.11        | $1496204.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-12-20      | 2.5000%  | 0.0000% | $1814100.00        | $362060.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2034-11-20      | 2.0000%  | 0.0000% | $219455.71         | $34798.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-20      | 5.0000%  | 0.0000% | $134377.78         | $22983.46          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 2.5000%  | 0.0000% | $2948686.52        | $866540.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 2.5000%  | 0.0000% | $9244994.25        | $3243158.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 4.0000%  | 0.0000% | $2819561.57        | $864073.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 2.5000%  | 0.0000% | $24661920.86       | $9732681.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 3.5000%  | 0.0000% | $3720185.62        | $2610907.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 3.0000%  | 0.0000% | $596979.32         | $238470.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 3.0000%  | 0.0000% | $9251836.76        | $4197432.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $26995202.17       | $13667700.46       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $662355.46         | $356369.69         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-01-20      | 4.0000%  | 0.0000% | $1095178.89        | $702912.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 3.0000%  | 0.0000% | $5665343.60        | $3867169.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1862636.58        | $1180237.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2038-02-20      | 4.0000%  | 0.0000% | $2023097.76        | $1429415.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 4.5000%  | 0.0000% | $11580269.72       | $9263176.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 7.0000%  | 0.0000% | $153190.67         | $60171.50          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 6.5000%  | 0.0000% | $1965254.17        | $916405.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2029-12-20      | 3.5000%  | 0.0000% | $958155.21         | $705097.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-02-20      | 3.5000%  | 0.0000% | $96746.62          | $79603.18          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 4.0000%  | 0.0000% | $1508845.42        | $1292479.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 4.0000%  | 0.0000% | $6245935.55        | $5639312.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 5.0000%  | 0.0000% | $285552.78         | $268601.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-11-20      | 4.0000%  | 0.0000% | $29441.50          | $5658.11           | Agency Mortgage-Backed Securities |
| GNMA          | 2047-11-20      | 3.5000%  | 0.0000% | $1022675.36        | $453675.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-02-20      | 3.5000%  | 0.0000% | $1021986.67        | $357545.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 3.5000%  | 0.0000% | $339928.07         | $98032.74          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-11-20      | 3.0000%  | 0.0000% | $1424405.79        | $299741.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 4.0000%  | 0.0000% | $2907726.15        | $625265.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-05-20      | 4.5000%  | 0.0000% | $4544137.07        | $1439504.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 3.5000%  | 0.0000% | $403133.33         | $95011.71          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 4.0000%  | 0.0000% | $268755.56         | $61245.93          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 2.5000%  | 0.0000% | $5804542.85        | $3353955.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 4.0000%  | 0.0000% | $8868933.33        | $2483552.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 4.0000%  | 0.0000% | $268755.56         | $67999.82          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 2.5000%  | 0.0000% | $684287.93         | $468337.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $1998197.56        | $981071.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 2.5000%  | 0.0000% | $201566.67         | $140586.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 5.5000%  | 0.0000% | $18137627.12       | $16568082.98       | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-20      | 4.5000%  | 0.0000% | $395047.15         | $36988.13          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-02-20      | 4.5000%  | 0.0000% | $722902.72         | $195303.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-11-20      | 3.0000%  | 0.0000% | $1582794.86        | $320118.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-11-20      | 3.5000%  | 0.0000% | $1737401.20        | $232588.78         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $32373200.39       | $27863950.32       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 6.5000%  | 0.0000% | $705469.22         | $454856.93         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 7.0000%  | 0.0000% | $12108161.40       | $10508187.26       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 6.5000%  | 0.0000% | $1010765.46        | $687965.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 6.0000%  | 0.0000% | $769535.84         | $257296.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 6.0000%  | 0.0000% | $1901964.93        | $1940565.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 7.5000%  | 0.0000% | $675228.85         | $140153.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 6.5000%  | 0.0000% | $1197036.57        | $1237296.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $1742109.12        | $1179014.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $840773.54         | $855135.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 6.5000%  | 0.0000% | $118795.33         | $122772.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 6.5000%  | 0.0000% | $883171.07         | $814431.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $1052517.98        | $1088252.54        | Agency Mortgage-Backed Securities |

### Security 86: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.14_1103
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2025-12-18      | 0.0000%  | 0.0000% | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-16      | 0.0000%  | 0.0000% | $200.00            | $199.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 0.0000%  | 0.0000% | $8031900.00        | $2985320.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $94.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $92.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $85.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 2.2500%  | 0.0000% | $3200.00           | $3148.58           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 2.8750%  | 0.0000% | $300.00            | $292.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $200.00            | $209.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $68800.00          | $71414.21          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $99.93             | U.S. Treasuries (including strips) |

### Security 87: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.15_1103
- **C.18 - Value (incl. sponsor support):** $93000000.00
- **C.18.a - Value (excl. sponsor support):** $93000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2029-08-01      | 6.5000%  | 0.0000% | $62450.00          | $43.58             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-03-01      | 5.5000%  | 0.0000% | $1393.00           | $16.94             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-11-01      | 3.5000%  | 0.0000% | $3130.00           | $386.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-12-01      | 3.0000%  | 0.0000% | $40489059.00       | $9090024.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-06-01      | 4.0000%  | 0.0000% | $3000.00           | $277.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-05-01      | 3.5000%  | 0.0000% | $1293.00           | $135.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $626.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $745.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.0000%  | 0.0000% | $98538.00          | $70977.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 5.0000%  | 0.0000% | $32469261.00       | $28642250.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 6.0000%  | 0.0000% | $16237285.00       | $12072732.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $753.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $693.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $888.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 5.5000%  | 0.0000% | $1012.00           | $892.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $887.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-01      | 5.5000%  | 0.0000% | $5562749.00        | $4957447.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 5.0000%  | 0.0000% | $698729.00         | $674603.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 6.0000%  | 0.0000% | $66180.00          | $58099.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 3.5000%  | 0.0000% | $1070.00           | $920.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-07-01      | 3.0000%  | 0.0000% | $7507728.00        | $791206.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-01-01      | 3.0000%  | 0.0000% | $83953.00          | $15241.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $338.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $959.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.5000%  | 0.0000% | $48804974.00       | $38511655.80       | Agency Mortgage-Backed Securities |

### Security 88: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 987UQV005, C.3 - LEI: N/A, C.5 - Other ID: 987UQV005_3.75_1103
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 6.2700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-08-15      | 1.6250%  | 0.0000% | $2036968600.00     | $1900593828.99     | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Government Cash Management Portfolio

**Date:** 2025-11-07

**By:** /s/Diane Kenneally

**Name of Signing Officer:** Diane Kenneally

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