# EDGAR Filing Document

**Accession Number:** 0000862064
**File Stem:** 0001410368-26-057276
**Filing Date:** 2026-6
**Character Count:** 263436
**Document Hash:** f3e2d1a0d7e5ee97c3fb2fe97335f5b4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057276.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057276

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**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:** 261068127

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

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

**CIK Number of Registrant:** 0000862064

**LEI of Registrant:** 549300DFUINPMFFE3C04

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

**LEI of Series:** 549300DFUINPMFFE3C04

**EDGAR Series Identifier:** S000009009

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 35 days

- **WAL:** 100 days

- **Total Value of Portfolio Securities:** $32159377256.89

- **Amortized Cost of Portfolio Securities:** $32159872280.57

- **Cash:** $0.00

- **Total Other Assets:** $53857265.09

- **Total Liabilities:** $1052916481.22

- **Net Assets of Series:** $31160813064.44

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $23382792837.93           | $23699548204.36            | 70.6300%                  | 71.5900%                   |
| 2026-05-04 | $23023982986.66           | $23340829761.95            | 70.3100%                  | 71.2800%                   |
| 2026-05-05 | $23528085403.09           | $23931530449.11            | 70.5800%                  | 71.7900%                   |
| 2026-05-06 | $23030594960.48           | $23407578977.03            | 70.1900%                  | 71.3400%                   |
| 2026-05-07 | $21610969821.56           | $21987993253.97            | 68.8400%                  | 70.0400%                   |
| 2026-05-08 | $22075987844.31           | $22246109552.47            | 69.7300%                  | 70.2700%                   |
| 2026-05-11 | $23682917707.14           | $23853091179.46            | 71.2000%                  | 71.7100%                   |
| 2026-05-12 | $23429844216.61           | $23600034548.23            | 70.9800%                  | 71.4900%                   |
| 2026-05-13 | $23020162392.85           | $23310369162.57            | 70.1600%                  | 71.0500%                   |
| 2026-05-14 | $22480633049.69           | $22770858674.12            | 69.5300%                  | 70.4300%                   |
| 2026-05-15 | $20926751191.81           | $21216992334.97            | 68.1100%                  | 69.0600%                   |
| 2026-05-18 | $20956576446.02           | $21428795752.06            | 68.1500%                  | 69.6900%                   |
| 2026-05-19 | $20654916462.25           | $21007172888.36            | 68.1000%                  | 69.2600%                   |
| 2026-05-20 | $19341215073.40           | $19693506276.28            | 66.6600%                  | 67.8700%                   |
| 2026-05-21 | $20549602243.83           | $20901926799.73            | 67.9900%                  | 69.1600%                   |
| 2026-05-22 | $21415343920.89           | $21680986531.26            | 69.0600%                  | 69.9200%                   |
| 2026-05-26 | $18108275282.70           | $18374016386.55            | 65.3800%                  | 66.3400%                   |
| 2026-05-27 | $18484679892.61           | $18752846416.80            | 65.8400%                  | 66.7900%                   |
| 2026-05-28 | $20286423379.47           | $20552213546.49            | 67.1600%                  | 68.0400%                   |
| 2026-05-29 | $22005682049.61           | $22271500241.25            | 68.3100%                  | 69.1400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%             |
| 2026-05-04 | 0.0000%             |
| 2026-05-05 | 0.0000%             |
| 2026-05-06 | 0.0000%             |
| 2026-05-07 | 0.0000%             |
| 2026-05-08 | 0.0000%             |
| 2026-05-11 | 0.0000%             |
| 2026-05-12 | 0.0000%             |
| 2026-05-13 | 0.0000%             |
| 2026-05-14 | 0.0000%             |
| 2026-05-15 | 0.0000%             |
| 2026-05-18 | 0.0000%             |
| 2026-05-19 | 0.0000%             |
| 2026-05-20 | 0.0000%             |
| 2026-05-21 | 0.0000%             |
| 2026-05-22 | 0.0000%             |
| 2026-05-26 | 0.0000%             |
| 2026-05-27 | 0.0000%             |
| 2026-05-28 | 0.0000%             |
| 2026-05-29 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.0000                      |
|  |  |
| 2026-05-04 | 0.0000                      |
|  |  |
| 2026-05-05 | 0.0000                      |
|  |  |
| 2026-05-06 | 0.0000                      |
|  |  |
| 2026-05-07 | 0.0000                      |
|  |  |
| 2026-05-08 | 0.0000                      |
|  |  |
| 2026-05-11 | 0.0000                      |
|  |  |
| 2026-05-12 | 0.0000                      |
|  |  |
| 2026-05-13 | 0.0000                      |
|  |  |
| 2026-05-14 | 0.0000                      |
|  |  |
| 2026-05-15 | 0.0000                      |
|  |  |
| 2026-05-18 | 0.0000                      |
|  |  |
| 2026-05-19 | 0.0000                      |
|  |  |
| 2026-05-20 | 0.0000                      |
|  |  |
| 2026-05-21 | 0.0000                      |
|  |  |
| 2026-05-22 | 0.0000                      |
|  |  |
| 2026-05-26 | 0.0000                      |
|  |  |
| 2026-05-27 | 0.0000                      |
|  |  |
| 2026-05-28 | 0.0000                      |
|  |  |
| 2026-05-29 | 0.0000                      |
|  |  |

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

### Class: Government Cash Management Portfolio

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $31160813064.44

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 950548.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.0000          |
|  |  |
| 2026-05-04 | 0.0000          |
|  |  |
| 2026-05-05 | 0.0000          |
|  |  |
| 2026-05-06 | 0.0000          |
|  |  |
| 2026-05-07 | 0.0000          |
|  |  |
| 2026-05-08 | 0.0000          |
|  |  |
| 2026-05-11 | 0.0000          |
|  |  |
| 2026-05-12 | 0.0000          |
|  |  |
| 2026-05-13 | 0.0000          |
|  |  |
| 2026-05-14 | 0.0000          |
|  |  |
| 2026-05-15 | 0.0000          |
|  |  |
| 2026-05-18 | 0.0000          |
|  |  |
| 2026-05-19 | 0.0000          |
|  |  |
| 2026-05-20 | 0.0000          |
|  |  |
| 2026-05-21 | 0.0000          |
|  |  |
| 2026-05-22 | 0.0000          |
|  |  |
| 2026-05-26 | 0.0000          |
|  |  |
| 2026-05-27 | 0.0000          |
|  |  |
| 2026-05-28 | 0.0000          |
|  |  |
| 2026-05-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%           |
| 2026-05-04 | 0.0000%           |
| 2026-05-05 | 0.0000%           |
| 2026-05-06 | 0.0000%           |
| 2026-05-07 | 0.0000%           |
| 2026-05-08 | 0.0000%           |
| 2026-05-11 | 0.0000%           |
| 2026-05-12 | 0.0000%           |
| 2026-05-13 | 0.0000%           |
| 2026-05-14 | 0.0000%           |
| 2026-05-15 | 0.0000%           |
| 2026-05-18 | 0.0000%           |
| 2026-05-19 | 0.0000%           |
| 2026-05-20 | 0.0000%           |
| 2026-05-21 | 0.0000%           |
| 2026-05-22 | 0.0000%           |
| 2026-05-26 | 0.0000%           |
| 2026-05-27 | 0.0000%           |
| 2026-05-28 | 0.0000%           |
| 2026-05-29 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_3.61_0601
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2054-05-15      | 4.6250%  | 0.0000% | $86999700.00       | $82214934.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $99998900.00       | $101765889.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $9752500.00        | $9816667.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $75000000.00       | $77106222.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $99305700.00       | $98979444.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 4.2500%  | 0.0000% | $16230500.00       | $16231774.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 3.6250%  | 0.0000% | $6653100.00        | $6585135.19        | U.S. Treasuries (including strips) |

### Security 2: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_3.62_0601
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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.         | 2042-11-01      | 6.4480%  | 0.0000% | $1005.00           | $148.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $809.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $4569712.00        | $4336720.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $9199800.00        | $9043197.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $531779.00         | $517104.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $13877042.00       | $13137545.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $15559570.00       | $14746210.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $7168.00           | $6728.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $44001290.00       | $42418157.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $51486600.00       | $50546660.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $79929973.00       | $75122842.31       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $10390959.00       | $10844381.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $9983000.00        | $10009609.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $97316223.00       | $95089108.09       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $256273.00         | $251998.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $4373000.00        | $375978.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-08-01      | 5.5000%  | 0.0000% | $20098848.00       | $100280.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-07-01      | 4.5000%  | 0.0000% | $3556580.00        | $212285.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-09-01      | 4.0000%  | 0.0000% | $4020382.00        | $571693.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $3998999.00        | $332436.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 2.5000%  | 0.0000% | $100430.00         | $46576.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $2774268.00        | $1705267.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 4.5000%  | 0.0000% | $325810.00         | $29324.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $2717380.00        | $331140.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1118000.00        | $489675.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $484989.00         | $202606.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $806683.00         | $510520.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-03-01      | 2.0000%  | 0.0000% | $1939808.00        | $1074969.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1582462.00        | $1074672.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 3.5000%  | 0.0000% | $34000.00          | $25709.45          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $7669688.00        | $5263512.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-04-01      | 4.0000%  | 0.0000% | $503670.00         | $281355.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $3761160.00        | $2293241.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 4.5000%  | 0.0000% | $104770.00         | $88242.48          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $2220824.00        | $2259208.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $990.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $1001.00           | $995.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-06-01      | 5.5000%  | 0.0000% | $1002.00           | $1026.27           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-06-01      | 5.0000%  | 0.0000% | $1000.00           | $992.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-06-01      | 5.5000%  | 0.0000% | $4982142.00        | $5089640.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $1001.00           | $1020.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-06-01      | 5.0000%  | 0.0000% | $1879375.00        | $1875552.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 6.0000%  | 0.0000% | $1001.00           | $1041.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-06-01      | 5.5000%  | 0.0000% | $6458980.00        | $6584231.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.72           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $425217.00         | $19433.50          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-02-20      | 4.0000%  | 0.0000% | $315313.00         | $28843.87          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-09-15      | 4.5000%  | 0.0000% | $1603396.00        | $164655.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-11-20      | 4.0000%  | 0.0000% | $2953451.00        | $175666.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-15      | 4.0000%  | 0.0000% | $6869810.00        | $899425.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $1865702.00        | $169933.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-04-20      | 4.0000%  | 0.0000% | $195725.00         | $9730.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-20      | 3.5000%  | 0.0000% | $10179746.00       | $815347.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-06-20      | 4.0000%  | 0.0000% | $282000.00         | $26870.92          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-08-20      | 2.5000%  | 0.0000% | $2522000.00        | $67832.41          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-02-20      | 3.5000%  | 0.0000% | $473000.00         | $31414.62          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $231007.00         | $21048.11          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-04-20      | 3.0000%  | 0.0000% | $752156.00         | $28274.08          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $659162.00         | $63440.43          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $1490049.00        | $118385.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 5.0000%  | 0.0000% | $309000.00         | $25795.66          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-05-20      | 4.0000%  | 0.0000% | $53433000.00       | $4606525.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $524490.00         | $46460.20          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-20      | 4.5000%  | 0.0000% | $1173000.00        | $74906.86          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-11-20      | 2.5000%  | 0.0000% | $619000.00         | $96214.79          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $1209000.00        | $156585.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $39488487.00       | $5195096.05        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-02-20      | 3.5000%  | 0.0000% | $1050000.00        | $81739.54          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-04-20      | 4.0000%  | 0.0000% | $237064.00         | $30261.91          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-09-20      | 3.5000%  | 0.0000% | $2539559.00        | $235466.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $2471345.00        | $310542.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $21783335.00       | $3157036.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $1491997.00        | $114290.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $3683224.00        | $324162.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 6.5000%  | 0.0000% | $51000.00          | $7837.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $21592238.00       | $1364265.29        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $3493610.00        | $213460.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $948000.00         | $52523.07          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $209000.00         | $16641.25          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-05-20      | 2.5000%  | 0.0000% | $177870.00         | $24433.93          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $1628332.00        | $163231.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $1995780.00        | $62130.92          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $2291232.00        | $291980.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $699000.00         | $80296.49          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-01-20      | 2.5000%  | 0.0000% | $426958.00         | $142045.13         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $2155000.00        | $1006856.45        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $83725083.00       | $29107073.71       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-03-20      | 2.5000%  | 0.0000% | $790170.00         | $121748.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $6968360.00        | $605954.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $188261.00         | $32065.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-05-20      | 2.0000%  | 0.0000% | $1206024.00        | $163782.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $205988.00         | $48656.48          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-08-20      | 2.0000%  | 0.0000% | $125453.00         | $35546.85          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $334581.00         | $143752.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $24335703.00       | $6560214.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $4827000.00        | $1498776.53        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $74310571.00       | $21840689.68       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $337999.00         | $132345.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $2784028.00        | $899442.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 4.0000%  | 0.0000% | $80970390.00       | $23967847.28       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 6.0000%  | 0.0000% | $20000.00          | $10107.17          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $1677000.00        | $1030715.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $20000.00          | $10397.03          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $90516002.00       | $33454069.99       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $77675142.00       | $28904718.64       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $269781.00         | $114328.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $13155834.00       | $5147066.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 4.0000%  | 0.0000% | $62597504.00       | $23073575.41       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 4.0000%  | 0.0000% | $227970.00         | $114750.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $46993667.00       | $21566416.97       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $215318809.00      | $94132753.84       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $195901173.00      | $92823520.24       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2035-08-15      | 4.2500%  | 0.0000% | $2039900.00        | $2040060.22        | U.S. Treasuries (including strips) |

### Security 3: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.620000%
- **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: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 06399K002_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1555000000.00
- **C.18.a - Value (excl. sponsor support):** $1555000000.00
- **C.19 - Percentage of Net Assets:** 4.9900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2031-10-01      | 7.0000%  | 0.0000% | $11086920.00       | $71006.17          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 5.5000%  | 0.0000% | $28048876.00       | $862707.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 7.0000%  | 0.0000% | $1085272.00        | $10315.70          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-07-01      | 4.5000%  | 0.0000% | $8436.00           | $224.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1055.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $14923232.00       | $10269578.48       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $1069631.00        | $784777.72         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $26879584.00       | $16236913.55       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $783.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 5.5000%  | 0.0000% | $1.00              | $0.00              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-08-01      | 7.0000%  | 0.0000% | $3658.00           | $0.04              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $24997220.00       | $18424199.18       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $917.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1001.00           | $959.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $925.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $8768347.00        | $8920949.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $18799262.00       | $17112304.55       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $33316789.00       | $19408429.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $2049.00           | $1392.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $31063641.00       | $26779832.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $17480704.00       | $17762832.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1123640.00        | $1106982.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $12764704.00       | $12992630.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $10140500.00       | $9001403.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $17121590.00       | $15487219.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1024.00           | $664.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $827.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $25093696.00       | $13012615.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 2.0000%  | 0.0000% | $2018.00           | $1495.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1128.00           | $900.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $307984697.00      | $209643609.50      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $16120310.00       | $13019722.15       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $650938.00         | $424599.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $23803008.00       | $16123434.90       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $18549280.00       | $11263804.48       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $13977800.00       | $8657489.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $29990848.00       | $11362947.08       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $14161416.00       | $14749963.23       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $18392672.00       | $16734407.93       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $8189793.00        | $7977313.90        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2026-07-07      | 0.0000%  | 0.0000% | $200.00            | $199.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2039-11-15      | 0.0000%  | 0.0000% | $100.00            | $52.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2040-02-15      | 0.0000%  | 0.0000% | $500.00            | $259.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2045-02-15      | 0.0000%  | 0.0000% | $300.00            | $115.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2046-05-15      | 0.0000%  | 0.0000% | $100.00            | $36.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2046-08-15      | 0.0000%  | 0.0000% | $100.00            | $35.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2046-11-15      | 0.0000%  | 0.0000% | $400.00            | $140.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2047-05-15      | 0.0000%  | 0.0000% | $700.00            | $240.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2047-08-15      | 0.0000%  | 0.0000% | $800.00            | $270.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2048-02-15      | 0.0000%  | 0.0000% | $100.00            | $32.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2048-05-15      | 0.0000%  | 0.0000% | $200.00            | $65.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2048-08-15      | 0.0000%  | 0.0000% | $200.00            | $64.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2049-02-15      | 0.0000%  | 0.0000% | $100.00            | $31.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2049-05-15      | 0.0000%  | 0.0000% | $200.00            | $61.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2050-05-15      | 0.0000%  | 0.0000% | $1000.00           | $294.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2050-08-15      | 0.0000%  | 0.0000% | $100.00            | $29.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2050-11-15      | 0.0000%  | 0.0000% | $300.00            | $85.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2052-11-15      | 0.0000%  | 0.0000% | $300.00            | $77.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2053-02-15      | 0.0000%  | 0.0000% | $600.00            | $153.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2053-08-15      | 0.0000%  | 0.0000% | $100.00            | $25.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2054-02-15      | 0.0000%  | 0.0000% | $200.00            | $49.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2055-11-15      | 0.0000%  | 0.0000% | $200.00            | $45.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $77.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $48.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-15      | 0.2500%  | 0.0000% | $1200.00           | $1497.03           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $92.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $100.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $102.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $102.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $101.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $105.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-08-15      | 3.8750%  | 0.0000% | $300.00            | $293.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-11-30      | 4.1250%  | 0.0000% | $200.00            | $204.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-03-31      | 4.0000%  | 0.0000% | $300.00            | $300.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-07-15      | 1.8750%  | 0.0000% | $61170400.00       | $62776727.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $99.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $100.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-11-15      | 4.0000%  | 0.0000% | $500.00            | $483.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-01-15      | 3.5000%  | 0.0000% | $100.00            | $99.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-15      | 3.5000%  | 0.0000% | $400.00            | $398.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-15      | 3.8750%  | 0.0000% | $200.00            | $199.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-05-15      | 3.8750%  | 0.0000% | $100.00            | $99.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-08-15      | 0.0000%  | 0.0000% | $61.53             | $49.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-02-15      | 0.0000%  | 0.0000% | $64.60             | $50.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-08-15      | 0.0000%  | 0.0000% | $154.18            | $112.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-02-15      | 0.0000%  | 0.0000% | $79.32             | $56.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-08-15      | 0.0000%  | 0.0000% | $11.30             | $7.86              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-08-15      | 0.0000%  | 0.0000% | $46.39             | $30.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2036-02-15      | 0.0000%  | 0.0000% | $192.19            | $123.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-11-15      | 0.0000%  | 0.0000% | $48.14             | $34.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-05-15      | 0.0000%  | 0.0000% | $19.58             | $13.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-11-15      | 0.0000%  | 0.0000% | $14.48             | $9.94              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-15      | 0.0000%  | 0.0000% | $1254.00           | $1244.14           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-15      | 0.0000%  | 0.0000% | $288.85            | $283.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-05-15      | 0.0000%  | 0.0000% | $109.44            | $101.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-05-15      | 0.0000%  | 0.0000% | $29.25             | $19.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-11-15      | 0.0000%  | 0.0000% | $35.85             | $23.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-02-15      | 0.0000%  | 0.0000% | $57.00             | $48.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-08-15      | 0.0000%  | 0.0000% | $107.10            | $89.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-02-15      | 0.0000%  | 0.0000% | $71.91             | $59.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2036-05-15      | 0.0000%  | 0.0000% | $26.38             | $16.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2036-11-15      | 0.0000%  | 0.0000% | $15.79             | $9.76              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2051-11-15      | 0.0000%  | 0.0000% | $73.87             | $19.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2038-05-15      | 0.0000%  | 0.0000% | $5.15              | $2.92              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2052-02-15      | 0.0000%  | 0.0000% | $79.43             | $20.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2052-08-15      | 0.0000%  | 0.0000% | $389.06            | $100.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2039-05-15      | 0.0000%  | 0.0000% | $0.08              | $0.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2039-08-15      | 0.0000%  | 0.0000% | $59.55             | $31.34             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2039-11-15      | 0.0000%  | 0.0000% | $13.82             | $7.17              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2045-05-15      | 0.0000%  | 0.0000% | $827.40            | $308.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2041-08-15      | 0.0000%  | 0.0000% | $42.44             | $19.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2043-05-15      | 0.0000%  | 0.0000% | $1.28              | $0.54              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2043-08-15      | 0.0000%  | 0.0000% | $87.21             | $36.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2044-05-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2044-08-15      | 0.0000%  | 0.0000% | $60.65             | $23.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2044-11-15      | 0.0000%  | 0.0000% | $93.16             | $35.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2045-08-15      | 0.0000%  | 0.0000% | $3.50              | $1.29              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2046-05-15      | 0.0000%  | 0.0000% | $111.87            | $39.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2046-08-15      | 0.0000%  | 0.0000% | $383.61            | $133.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2046-11-15      | 0.0000%  | 0.0000% | $110.84            | $38.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2047-02-15      | 0.0000%  | 0.0000% | $120.04            | $40.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2047-05-15      | 0.0000%  | 0.0000% | $453.53            | $152.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2047-08-15      | 0.0000%  | 0.0000% | $36.79             | $12.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2047-11-15      | 0.0000%  | 0.0000% | $32.67             | $10.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2048-05-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2048-08-15      | 0.0000%  | 0.0000% | $105.33            | $33.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2048-11-15      | 0.0000%  | 0.0000% | $82.66             | $25.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2049-02-15      | 0.0000%  | 0.0000% | $16.24             | $4.98              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2049-05-15      | 0.0000%  | 0.0000% | $106.66            | $32.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2050-02-15      | 0.0000%  | 0.0000% | $86.75             | $25.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2050-08-15      | 0.0000%  | 0.0000% | $55.74             | $15.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2051-02-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2051-08-15      | 0.0000%  | 0.0000% | $66.89             | $18.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-15      | 2.2500%  | 0.0000% | $27233300.00       | $26861890.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-01-15      | 0.3750%  | 0.0000% | $100.00            | $136.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-15      | 2.2500%  | 0.0000% | $25800.00          | $25675.93          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $100.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-31      | 1.3750%  | 0.0000% | $1469900.00        | $1465830.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-31      | 1.6250%  | 0.0000% | $49999900.00       | $49607379.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $97.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 0.5000%  | 0.0000% | $199200.00         | $189757.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-09-30      | 0.8750%  | 0.0000% | $52827200.00       | $52394150.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-31      | 2.6250%  | 0.0000% | $111695000.00      | $111721557.63      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-03-31      | 3.6250%  | 0.0000% | $25988600.00       | $25955687.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-15      | 4.5000%  | 0.0000% | $22900.00          | $23301.22          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-09-15      | 3.3750%  | 0.0000% | $3081900.00        | $3080693.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $101.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-06-30      | 3.7500%  | 0.0000% | $110109800.00      | $111610825.92      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-30      | 3.3750%  | 0.0000% | $75472000.00       | $76056874.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-03-15      | 3.5000%  | 0.0000% | $6000.00           | $5952.80           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-30      | 3.3750%  | 0.0000% | $561746800.00      | $566100090.78      | U.S. Treasuries (including strips) |

### Security 4: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799K008, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 06799K008_3.61_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.2100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2026-07-21      | 0.0000%  | 0.0000% | $1940700.00        | $1930977.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-11-15      | 3.3750%  | 0.0000% | $39900.00          | $31067.30          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-05-15      | 2.3750%  | 0.0000% | $3900.00           | $2421.53           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-11-15      | 4.6250%  | 0.0000% | $21655000.00       | $20487091.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 1.3750%  | 0.0000% | $98000.00          | $97743.51          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.6250%  | 0.0000% | $1000900.00        | $993201.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 1.6250%  | 0.0000% | $4175800.00        | $4165321.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 0.3750%  | 0.0000% | $52557600.00       | $50182759.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $3900000.00        | $3465544.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $168200.00         | $159890.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $71700.00          | $67422.70          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 1.5000%  | 0.0000% | $19500000.00       | $18480024.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $340319300.00      | $346332771.94      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $35300.00          | $34921.57          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $5800.00           | $5922.11           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-10-31      | 4.1250%  | 0.0000% | $117681500.00      | $117789846.93      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $100000.00         | $102342.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $500000.00         | $493068.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $66866500.00       | $66122511.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.7270%  | 0.0000% | $10429200.00       | $10462919.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 0.0000%  | 0.0000% | $111116871.94      | $89399746.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 0.0000%  | 0.0000% | $135838720.00      | $97081216.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 0.0000%  | 0.0000% | $1191.90           | $809.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 0.0000%  | 0.0000% | $57315953.62       | $46616268.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 0.0000%  | 0.0000% | $4335485.34        | $3925886.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 0.0000%  | 0.0000% | $60997800.96       | $50184659.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-11-15      | 0.0000%  | 0.0000% | $60567546.99       | $14723849.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-08-15      | 0.0000%  | 0.0000% | $22700000.00       | $9387539.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $2139.99           | $767.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-05-15      | 0.0000%  | 0.0000% | $90538208.00       | $32032417.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-05-15      | 0.0000%  | 0.0000% | $14785743.53       | $4493919.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-11-15      | 0.0000%  | 0.0000% | $21595586.56       | $6073823.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-05-15      | 0.0000%  | 0.0000% | $89994029.72       | $24671323.28       | U.S. Treasuries (including strips) |

### Security 5: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 165999004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 165999004_3.61_0601
- **C.18 - Value (incl. sponsor support):** $138500000.00
- **C.18.a - Value (excl. sponsor support):** $138500000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $100.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-15      | 3.5000%  | 0.0000% | $141324800.00      | $141269937.87      | U.S. Treasuries (including strips) |

### Security 6: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 165999004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 165999004_3.62_0601
- **C.18 - Value (incl. sponsor support):** $492000000.00
- **C.18.a - Value (excl. sponsor support):** $492000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2035-12-01      | 6.0000%  | 0.0000% | $80172672.00       | $163102.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-06-01      | 3.5000%  | 0.0000% | $75000000.00       | $6610805.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-01-01      | 5.5000%  | 0.0000% | $232595712.00      | $1291743.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 6.4530%  | 0.0000% | $11700000.00       | $95235.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1454550.00        | $329887.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $612928.00         | $639371.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.5000%  | 0.0000% | $2836232.00        | $2736668.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $2332812.00        | $2408107.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $8912592.00        | $9000616.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 2.5100%  | 0.0000% | $3000000.00        | $2571606.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.6100%  | 0.0000% | $3539116.00        | $2898642.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $7949400.00        | $6582665.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 5.5000%  | 0.0000% | $1971654.00        | $1471234.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2323444.00        | $1740397.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $3181696.00        | $2063742.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $2457580.00        | $1477428.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 4.3500%  | 0.0000% | $25846000.00       | $25891316.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 4.9300%  | 0.0000% | $9500000.00        | $9611495.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $156000.00         | $104001.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 2.5000%  | 0.0000% | $22357000.00       | $14723795.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.0000%  | 0.0000% | $45000.00          | $31660.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 4.5000%  | 0.0000% | $2276472.00        | $2201013.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 4.9860%  | 0.0000% | $4050136.00        | $4075397.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.0000%  | 0.0000% | $2946828.00        | $3014220.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.0000%  | 0.0000% | $2282352.00        | $2373916.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.0000%  | 0.0000% | $300571.00         | $295064.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.0000%  | 0.0000% | $2577308.00        | $2119557.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 6.0000%  | 0.0000% | $3311844.00        | $3389418.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.0000%  | 0.0000% | $1260712.00        | $989950.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 5.5000%  | 0.0000% | $2199860.00        | $2229941.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 4.5000%  | 0.0000% | $1603650.00        | $1543360.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 5.0000%  | 0.0000% | $1371992.00        | $1358308.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 5.0000%  | 0.0000% | $1991864.00        | $1965865.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 6.0000%  | 0.0000% | $2225524.00        | $2309632.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 6.0000%  | 0.0000% | $1697008.00        | $1761695.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.5000%  | 0.0000% | $2135096.00        | $2185093.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 6.0000%  | 0.0000% | $2765132.00        | $2884526.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-06-01      | 6.0000%  | 0.0000% | $4136040.00        | $4295929.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-06-01      | 5.0000%  | 0.0000% | $2141320.00        | $2123232.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-06-01      | 5.5000%  | 0.0000% | $6071808.00        | $6150867.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-06-01      | 5.0000%  | 0.0000% | $1630862.00        | $1617085.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 2.0000%  | 0.0000% | $2134016.00        | $1813221.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $37015487.00       | $37774259.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 4.5000%  | 0.0000% | $35889792.00       | $34565351.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $21030680.00       | $16901906.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.0000%  | 0.0000% | $162104320.00      | $156828301.65      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.5000%  | 0.0000% | $900000.00         | $922187.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 4.5000%  | 0.0000% | $52831680.00       | $50745070.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.5000%  | 0.0000% | $200999998.00      | $2154657.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 5.5000%  | 0.0000% | $41000000.00       | $41084397.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-06-01      | 6.0000%  | 0.0000% | $9299888.00        | $9596207.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-06-01      | 4.5000%  | 0.0000% | $4159184.00        | $4015995.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-06-01      | 4.5000%  | 0.0000% | $4264328.00        | $4110842.04        | Agency Mortgage-Backed Securities |

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **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):** $87532666.38
- **C.18.a - Value (excl. sponsor support):** $87532666.38
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SD9, C.4 - ISIN: US3130B6SD95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50006990.00
- **C.18.a - Value (excl. sponsor support):** $50006990.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7E42, C.4 - ISIN: US3130B7E424, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128497174.29
- **C.18.a - Value (excl. sponsor support):** $128497174.29
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TJ3, C.4 - ISIN: US3130B7TJ30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84021613.20
- **C.18.a - Value (excl. sponsor support):** $84021613.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TP9, C.4 - ISIN: US3130B7TP99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125033118.75
- **C.18.a - Value (excl. sponsor support):** $125033118.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84B5, C.4 - ISIN: US3130B84B51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999061.00
- **C.18.a - Value (excl. sponsor support):** $149999061.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85P3, C.4 - ISIN: US3130B85P39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128999146.02
- **C.18.a - Value (excl. sponsor support):** $128999146.02
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **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):** $636493514.07
- **C.18.a - Value (excl. sponsor support):** $636493514.07
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249997772.50
- **C.18.a - Value (excl. sponsor support):** $249997772.50
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QN5, C.4 - ISIN: US3130B8QN51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205001006.55
- **C.18.a - Value (excl. sponsor support):** $205001006.55
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BJ8, C.4 - ISIN: US3130B9BJ87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123999730.92
- **C.18.a - Value (excl. sponsor support):** $123999730.92
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CC2, C.4 - ISIN: US3130B9CC26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83499787.91
- **C.18.a - Value (excl. sponsor support):** $83499787.91
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9D72, C.4 - ISIN: US3130B9D729, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $165972695.00
- **C.18.a - Value (excl. sponsor support):** $165972695.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-03-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DJ6, C.4 - ISIN: US3130B9DJ69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122999707.26
- **C.18.a - Value (excl. sponsor support):** $122999707.26
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DU1, C.4 - ISIN: US3130B9DU15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122749615.79
- **C.18.a - Value (excl. sponsor support):** $122749615.79
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GB0, C.4 - ISIN: US3130B9GB07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123999409.76
- **C.18.a - Value (excl. sponsor support):** $123999409.76
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H78, C.4 - ISIN: US3130B9H787, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124499204.45
- **C.18.a - Value (excl. sponsor support):** $124499204.45
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6E2, C.4 - ISIN: US3130BA6E20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163496015.51
- **C.18.a - Value (excl. sponsor support):** $163496015.51
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6F9, C.4 - ISIN: US3130BA6F94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163501422.45
- **C.18.a - Value (excl. sponsor support):** $163501422.45
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-01
- **C.13 - Final Legal Maturity Date:** 2027-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAEK9, C.4 - ISIN: US3130BAEK95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $206250604.31
- **C.18.a - Value (excl. sponsor support):** $206250604.31
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **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 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFD4, C.4 - ISIN: US3130BAFD44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $208247684.26
- **C.18.a - Value (excl. sponsor support):** $208247684.26
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-20
- **C.13 - Final Legal Maturity Date:** 2027-07-20
- **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 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFJ1, C.4 - ISIN: US3130BAFJ14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $273000578.76
- **C.18.a - Value (excl. sponsor support):** $273000578.76
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **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 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAR33, C.4 - ISIN: US3130BAR330, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125499395.09
- **C.18.a - Value (excl. sponsor support):** $125499395.09
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **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 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130BAX44, C.4 - ISIN: US3130BAX445, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $331000000.00
- **C.18.a - Value (excl. sponsor support):** $331000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-01
- **C.13 - Final Legal Maturity Date:** 2027-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130BAX93, C.4 - ISIN: US3130BAX932, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $165000000.00
- **C.18.a - Value (excl. sponsor support):** $165000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **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? 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
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YD4, C.4 - ISIN: US313313YD48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $83697812.25
- **C.18.a - Value (excl. sponsor support):** $83697812.25
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: 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: 313313ZK7, C.4 - ISIN: US313313ZK71, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: 313313ZK7
- **C.18 - Value (incl. sponsor support):** $182120379.39
- **C.18.a - Value (excl. sponsor support):** $182120379.39
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384BE8, C.4 - ISIN: US313384BE89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $633875.94
- **C.18.a - Value (excl. sponsor support):** $633875.94
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-01-29
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **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 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A89, C.4 - ISIN: US313385A897, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $17378914.53
- **C.18.a - Value (excl. sponsor support):** $17378914.53
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $327253390.20
- **C.18.a - Value (excl. sponsor support):** $327253390.20
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D52, C.4 - ISIN: US313385D529, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $322066875.00
- **C.18.a - Value (excl. sponsor support):** $322066875.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385L46, C.4 - ISIN: US313385L464, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216787848.20
- **C.18.a - Value (excl. sponsor support):** $216787848.20
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-21
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385N44, C.4 - ISIN: US313385N445, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $306470919.72
- **C.18.a - Value (excl. sponsor support):** $306470919.72
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **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? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385P75, C.4 - ISIN: US313385P754, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385P75
- **C.18 - Value (incl. sponsor support):** $306127316.53
- **C.18.a - Value (excl. sponsor support):** $306127316.53
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-17
- **C.12 - Maturity Date (WAL):** 2026-11-17
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **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 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385S31, C.4 - ISIN: US313385S311, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204474559.31
- **C.18.a - Value (excl. sponsor support):** $204474559.31
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-07
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **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 42: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385XN1, C.4 - ISIN: US313385XN16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $33252937.94
- **C.18.a - Value (excl. sponsor support):** $33252937.94
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $176078207.36
- **C.18.a - Value (excl. sponsor support):** $176078207.36
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59014694.54
- **C.18.a - Value (excl. sponsor support):** $59014694.54
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86540039.12
- **C.18.a - Value (excl. sponsor support):** $86540039.12
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $260252072.60
- **C.18.a - Value (excl. sponsor support):** $260252072.60
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89996697.90
- **C.18.a - Value (excl. sponsor support):** $89996697.90
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2H9, C.4 - ISIN: US3133ET2H94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150996348.82
- **C.18.a - Value (excl. sponsor support):** $150996348.82
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49998708.50
- **C.18.a - Value (excl. sponsor support):** $49998708.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68811557.02
- **C.18.a - Value (excl. sponsor support):** $68811557.02
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPB7, C.4 - ISIN: US3133ETPB70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85994972.44
- **C.18.a - Value (excl. sponsor support):** $85994972.44
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $128962248.15
- **C.18.a - Value (excl. sponsor support):** $128962248.15
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63534630.36
- **C.18.a - Value (excl. sponsor support):** $63534630.36
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.685000%
- **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):** $24999533.50
- **C.18.a - Value (excl. sponsor support):** $24999533.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127237622.39
- **C.18.a - Value (excl. sponsor support):** $127237622.39
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVX2, C.4 - ISIN: US3133ETVX27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247265275.53
- **C.18.a - Value (excl. sponsor support):** $247265275.53
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKN9, C.4 - ISIN: US3133EWKN92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $244246778.34
- **C.18.a - Value (excl. sponsor support):** $244246778.34
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-07
- **C.13 - Final Legal Maturity Date:** 2027-04-07
- **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 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMQ0, C.4 - ISIN: US3133EWMQ06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $112998682.42
- **C.18.a - Value (excl. sponsor support):** $112998682.42
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMT4, C.4 - ISIN: US3133EWMT45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127000302.26
- **C.18.a - Value (excl. sponsor support):** $127000302.26
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-24
- **C.13 - Final Legal Maturity Date:** 2027-05-24
- **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 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWQA1, C.4 - ISIN: US3133EWQA18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $83499928.19
- **C.18.a - Value (excl. sponsor support):** $83499928.19
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **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 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWSB7, C.4 - ISIN: US3133EWSB72, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2027-06-03
- **C.13 - Final Legal Maturity Date:** 2027-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $55011022.55
- **C.18.a - Value (excl. sponsor support):** $55011022.55
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $73508820.00
- **C.18.a - Value (excl. sponsor support):** $73508820.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $200181290.00
- **C.18.a - Value (excl. sponsor support):** $200181290.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.720000%
- **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):** $130504965.53
- **C.18.a - Value (excl. sponsor support):** $130504965.53
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.740000%
- **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):** $60005890.80
- **C.18.a - Value (excl. sponsor support):** $60005890.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.755000%
- **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):** $213339846.49
- **C.18.a - Value (excl. sponsor support):** $213339846.49
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **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):** $367077969.15
- **C.18.a - Value (excl. sponsor support):** $367077969.15
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **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):** $73768335.73
- **C.18.a - Value (excl. sponsor support):** $73768335.73
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **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):** $237584065.50
- **C.18.a - Value (excl. sponsor support):** $237584065.50
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCHQ1, C.4 - ISIN: US3136GCHQ10, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $122900202.72
- **C.18.a - Value (excl. sponsor support):** $122900202.72
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2027-02-16
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_2.75_0601
- **C.18 - Value (incl. sponsor support):** $590400000.00
- **C.18.a - Value (excl. sponsor support):** $590400000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 2.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2038-05-15      | 0.0000%  | 0.0000% | $892600.00         | $519729.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-11-15      | 0.0000%  | 0.0000% | $15031600.00       | $7034232.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 0.0000%  | 0.0000% | $1000000.00        | $391875.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 0.0000%  | 0.0000% | $767000.00         | $300568.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-02-15      | 0.0000%  | 0.0000% | $387600.00         | $134617.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-11-15      | 0.0000%  | 0.0000% | $100.00            | $27.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-08-15      | 0.0000%  | 0.0000% | $7102400.00        | $1863939.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 0.0000%  | 0.0000% | $1956600.00        | $502087.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 0.0000%  | 0.0000% | $211613200.00      | $54302486.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-11-15      | 0.0000%  | 0.0000% | $100.00            | $22.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-05-15      | 3.0000%  | 0.0000% | $445700.00         | $336874.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-11-15      | 3.0000%  | 0.0000% | $1619900.00        | $1215769.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-11-15      | 3.0000%  | 0.0000% | $14256500.00       | $10699806.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-05-15      | 3.1250%  | 0.0000% | $4579800.00        | $3420097.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-08-15      | 1.7500%  | 0.0000% | $7028400.00        | $4708060.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-08-15      | 4.3750%  | 0.0000% | $1212400.00        | $1149486.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-02-15      | 4.2500%  | 0.0000% | $55821900.00       | $50076628.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-02-15      | 4.2500%  | 0.0000% | $5470900.00        | $4907826.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-11-15      | 4.6250%  | 0.0000% | $8978500.00        | $8587517.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 0.0000%  | 0.0000% | $22224000.00       | $19503782.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 0.0000%  | 0.0000% | $200.00            | $150.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 0.0000%  | 0.0000% | $8900.00           | $6599.34           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 0.0000%  | 0.0000% | $170000.00         | $123105.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 0.0000%  | 0.0000% | $100.00            | $67.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 0.3750%  | 0.0000% | $1180000.00        | $1133516.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $12535900.00       | $12709918.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $3300000.00        | $3298707.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-30      | 4.1250%  | 0.0000% | $1000.00           | $1016.54           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $2373000.00        | $2380888.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-02-15      | 4.1250%  | 0.0000% | $445000.00         | $438811.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-02-15      | 4.1250%  | 0.0000% | $27967000.00       | $27578059.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-05-15      | 4.3750%  | 0.0000% | $99314000.00       | $98827500.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 0.0000%  | 0.0000% | $43436605.44       | $28724800.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 0.0000%  | 0.0000% | $152740003.84      | $110334643.83      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-11-15      | 0.0000%  | 0.0000% | $30208081.92       | $19711619.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-11-15      | 0.0000%  | 0.0000% | $149978.00         | $40179.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-11-15      | 0.0000%  | 0.0000% | $143.07            | $74.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-11-15      | 0.0000%  | 0.0000% | $70.30             | $17.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-11-15      | 0.0000%  | 0.0000% | $470.00            | $118.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 0.0000%  | 0.0000% | $1.00              | $0.25              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-05-15      | 0.0000%  | 0.0000% | $1.00              | $0.25              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-11-15      | 0.0000%  | 0.0000% | $30.01             | $7.29              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-05-15      | 0.0000%  | 0.0000% | $9464.92           | $3527.45           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 0.0000%  | 0.0000% | $9396.48           | $4440.06           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-11-15      | 0.0000%  | 0.0000% | $599.20            | $274.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 0.0000%  | 0.0000% | $117266400.00      | $49132393.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-08-15      | 0.0000%  | 0.0000% | $7425.15           | $3065.08           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-08-15      | 0.0000%  | 0.0000% | $26542.08          | $10330.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-05-15      | 0.0000%  | 0.0000% | $136853760.00      | $48313756.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 0.0000%  | 0.0000% | $381.35            | $126.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-11-15      | 0.0000%  | 0.0000% | $14953.11          | $4894.90           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-02-15      | 0.0000%  | 0.0000% | $1003.01           | $323.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-02-15      | 0.0000%  | 0.0000% | $15182.07          | $4901.99           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-05-15      | 0.0000%  | 0.0000% | $24075200.00       | $7679892.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 0.0000%  | 0.0000% | $0.10              | $0.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-11-15      | 0.0000%  | 0.0000% | $630.00            | $196.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-05-15      | 0.0000%  | 0.0000% | $72725200.00       | $22081261.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-08-15      | 0.0000%  | 0.0000% | $10663.90          | $3190.25           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-05-15      | 0.0000%  | 0.0000% | $1.00              | $0.29              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-05-15      | 0.0000%  | 0.0000% | $22.15             | $6.36              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-11-15      | 0.0000%  | 0.0000% | $100.00            | $28.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-05-15      | 0.0000%  | 0.0000% | $1.00              | $0.27              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-05-15      | 0.0000%  | 0.0000% | $100.00            | $27.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-08-15      | 0.0000%  | 0.0000% | $277.00            | $75.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-08-15      | 0.0000%  | 0.0000% | $378.88            | $102.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2056-05-15      | 0.0000%  | 0.0000% | $87.65             | $19.51             | U.S. Treasuries (including strips) |

### Security 73: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_3.61_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2052-05-15      | 2.8750%  | 0.0000% | $742740000.00      | $510000007.10      | U.S. Treasuries (including strips) |

### Security 74: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_3.62_0601
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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.         | 2050-12-01      | 3.3340%  | 0.0000% | $2136568.00        | $531212.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $46400000.00       | $6252310.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-02-01      | 4.5000%  | 0.0000% | $2311000.00        | $533840.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.0000%  | 0.0000% | $104216704.00      | $6099898.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 4.0000%  | 0.0000% | $71845000.00       | $7195371.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 3.5000%  | 0.0000% | $13345008.00       | $1854796.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $3600000.00        | $833248.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.5000%  | 0.0000% | $205815000.00      | $44891392.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 4.5000%  | 0.0000% | $1600000.00        | $967488.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $7842000.00        | $4409659.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 3.0000%  | 0.0000% | $51000.00          | $38434.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.0000%  | 0.0000% | $47997440.00       | $28966836.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $5853784.00        | $3599230.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $6215592.00        | $4924826.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $1000000.00        | $764030.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.5000%  | 0.0000% | $5396512.00        | $3649491.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 5.0000%  | 0.0000% | $29238848.00       | $27938876.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-06-01      | 4.0000%  | 0.0000% | $5211688.00        | $4010496.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-02-01      | 6.0000%  | 0.0000% | $130632191.00      | $259685.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-10-01      | 6.4070%  | 0.0000% | $24785504.00       | $353745.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 3.0000%  | 0.0000% | $1732764.00        | $630583.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-04-01      | 6.0000%  | 0.0000% | $68050175.00       | $536887.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $1056080.00        | $1030895.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $705243.00         | $434253.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1188634.00        | $1048184.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $3144496.00        | $3171157.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $2527000.00        | $534324.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-06-01      | 6.0000%  | 0.0000% | $39000.00          | $8689.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $800709.00         | $432147.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.6850%  | 0.0000% | $429000.00         | $324419.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 4.7640%  | 0.0000% | $1355966.00        | $1026022.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1611000.00        | $288413.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $4215000.00        | $232289.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-09-01      | 2.5000%  | 0.0000% | $3600000.00        | $1664133.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $2120000.00        | $998956.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $64694000.00       | $37848972.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $5258560.00        | $3367016.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-03-01      | 4.5000%  | 0.0000% | $3553870.00        | $2609627.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1538426.00        | $1576631.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1316024.00        | $1323073.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1882406.00        | $1915098.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $2386368.00        | $2426760.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 4.5000%  | 0.0000% | $15632780.00       | $13829846.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $70806144.00       | $68704127.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $27630368.00       | $25663821.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $14807376.00       | $14647424.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $225000.00         | $112009.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $4838000.00        | $2516659.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 4.5000%  | 0.0000% | $1349796.00        | $361623.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 4.0000%  | 0.0000% | $513378.00         | $282442.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $12115600.00       | $9373299.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-11-01      | 5.0000%  | 0.0000% | $791098.00         | $563804.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $15493140.00       | $15238908.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $3954192.00        | $3996831.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-15      | 4.0000%  | 0.0000% | $680000.00         | $112435.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $1189000.00        | $153995.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 3.5000%  | 0.0000% | $1501008.00        | $139172.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $39123072.00       | $3019440.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-12-20      | 3.0000%  | 0.0000% | $1000000.00        | $117170.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $2097000.00        | $349630.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 5.0000%  | 0.0000% | $2048000.00        | $419560.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $62617.00          | $34317.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $300000.00         | $167248.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $54000.00          | $41417.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 4.0000%  | 0.0000% | $3300000.00        | $280263.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $304000.00         | $67618.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $102000000.00      | $56740821.73       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1652058.00        | $1703467.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $855754.00         | $853820.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $339897.00         | $271414.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 6.5000%  | 0.0000% | $563243.00         | $586506.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1751124.00        | $1617328.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $758210.00         | $811980.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1961422.00        | $1990603.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 6.5000%  | 0.0000% | $1098912.00        | $1143931.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $7343160.00        | $5786958.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $14951440.00       | $6623078.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $58000.00          | $30875.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $35939392.00       | $34133851.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $358185.00         | $313620.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2125752.00        | $2200298.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $10096224.00       | $10436397.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $3956552.00        | $4014550.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $3697170.00        | $3745684.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $10123984.00       | $10277228.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $18359392.00       | $18186817.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $9765984.00        | $10235744.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $25632000.00       | $26046899.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $6085784.00        | $6183922.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 6.5000%  | 0.0000% | $1785138.00        | $66642.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 4.0000%  | 0.0000% | $13401424.00       | $699330.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 4.0000%  | 0.0000% | $12110512.00       | $487774.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $14000000.00       | $508954.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $2600000.00        | $96415.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-15      | 4.0000%  | 0.0000% | $669158.00         | $34232.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $84720.00          | $40801.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $51215920.00       | $15478811.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $790000.00         | $456429.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $388694.00         | $295787.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $5603640.00        | $4502936.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1312030.00        | $1104176.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $12112640.00       | $12418287.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $7742542.00        | $107783.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-12-15      | 5.0000%  | 0.0000% | $1473000.00        | $69356.16          | Agency Mortgage-Backed Securities |

### Security 75: HSBC USA, Inc.

- **C.1 - Title:** HSBC USA, Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 4049YJ005, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 4049YJ005_3.61_0601
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2036-02-15      | 0.0000%  | 0.0000% | $89478000.00       | $58784182.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-05-15      | 0.0000%  | 0.0000% | $3917700.00        | $2143420.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 0.0000%  | 0.0000% | $32241900.00       | $13411759.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-11-15      | 0.0000%  | 0.0000% | $56651200.00       | $18956681.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-11-15      | 0.0000%  | 0.0000% | $63310900.00       | $20116595.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-05-15      | 0.0000%  | 0.0000% | $150158200.00      | $46418704.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 0.0000%  | 0.0000% | $191330000.00      | $92369340.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-08-15      | 0.0000%  | 0.0000% | $800000.00         | $380345.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 0.0000%  | 0.0000% | $2000000.00        | $922718.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 0.0000%  | 0.0000% | $93000.00          | $37620.82          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-02-15      | 0.0000%  | 0.0000% | $52093000.00       | $12315410.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-11-15      | 0.0000%  | 0.0000% | $105961000.00      | $24299082.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-08-15      | 2.0000%  | 0.0000% | $100567000.00      | $57324457.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 0.0000%  | 0.0000% | $708600.00         | $628910.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 0.0000%  | 0.0000% | $608000.00         | $478610.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 0.0000%  | 0.0000% | $5363000.00        | $4031758.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 0.0000%  | 0.0000% | $2900000.00        | $2077319.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $591700.00         | $602155.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $2693000.00        | $2664129.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 4.3750%  | 0.0000% | $50336000.00       | $51931430.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $5048600.00        | $5129673.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 0.0000%  | 0.0000% | $50006999.04       | $39321303.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-02-15      | 0.0000%  | 0.0000% | $42440450.62       | $25914690.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 0.0000%  | 0.0000% | $5081960.00        | $4133264.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 0.0000%  | 0.0000% | $77549568.00       | $61673853.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 0.0000%  | 0.0000% | $57657216.00       | $40700690.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-05-15      | 0.0000%  | 0.0000% | $9932800.00        | $6320220.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-02-15      | 0.0000%  | 0.0000% | $27106304.00       | $14739757.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-02-15      | 0.0000%  | 0.0000% | $14418206.72       | $6932490.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 0.0000%  | 0.0000% | $13899264.00       | $6292780.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 0.0000%  | 0.0000% | $46552350.72       | $18991543.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 0.0000%  | 0.0000% | $25274736.64       | $9575839.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $20457738.24       | $7337413.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-02-15      | 0.0000%  | 0.0000% | $18674872.31       | $6041844.09        | U.S. Treasuries (including strips) |

### Security 76: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.570000%
- **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: DWW559HN8WVTCCS4VJ94, C.5 - Other ID: 599999000_3.57_0601
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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% | $119958000.00      | $102000016.19      | U.S. Treasuries (including strips) |

### Security 77: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: DWW559HN8WVTCCS4VJ94, C.5 - Other ID: 599999000_3.62_0601
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2045-05-15      | 5.0000%  | 0.0000% | $125763200.00      | $126399709.43      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $1882400.00        | $2566494.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $23851200.00       | $24033520.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 0.0000%  | 0.0000% | $0.96              | $0.78              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-08-15      | 0.0000%  | 0.0000% | $491.52            | $274.71            | U.S. Treasuries (including strips) |

### Security 78: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 549300GLF98S992BC502, C.5 - Other ID: 66585Q007_3.60_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.2100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2029-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49481351.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 3.2500%  | 0.0000% | $40000000.00       | $39585081.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-31      | 4.5000%  | 0.0000% | $50000000.00       | $51676102.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-31      | 4.5000%  | 0.0000% | $50000000.00       | $51676102.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $50000000.00       | $50792124.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $21920900.00       | $22268181.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50569058.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50569058.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50569058.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50569058.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50569058.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239751.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239751.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49585380.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49585380.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 3.6250%  | 0.0000% | $50000000.00       | $49142830.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 3.6250%  | 0.0000% | $50000000.00       | $49142830.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $51737635.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $51737635.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $51737635.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $50526931.21       | U.S. Treasuries (including strips) |

### Security 79: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 549300GLF98S992BC502, C.5 - Other ID: 66585Q007_3.61_0601
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239752.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239752.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239752.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239752.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239752.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239752.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239752.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239752.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $14299400.00       | $14081978.42       | U.S. Treasuries (including strips) |

### Security 80: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 549300GLF98S992BC502, C.5 - Other ID: 66585Q007_3.62_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50203456.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $19886000.00       | $19966918.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $50000000.00       | $50734971.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $25000000.00       | $25367485.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49585374.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49585374.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49585374.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49585374.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49585374.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49585374.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49585374.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $16768600.00       | $16629546.20       | U.S. Treasuries (including strips) |

### Security 81: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 795993005, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795993005_3.61_0601
- **C.18 - Value (incl. sponsor support):** $345000000.00
- **C.18.a - Value (excl. sponsor support):** $345000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-05-15      | 1.2500%  | 0.0000% | $1700.00           | $800.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 1.3750%  | 0.0000% | $79100.00          | $38656.51          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-11-15      | 1.6250%  | 0.0000% | $3814700.00        | $1973715.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-02-15      | 1.8750%  | 0.0000% | $181348100.00      | $100661423.89      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-05-15      | 2.3750%  | 0.0000% | $135430100.00      | $83994361.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-08-15      | 2.0000%  | 0.0000% | $60663500.00       | $34537465.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-11-15      | 1.8750%  | 0.0000% | $74545600.00       | $40588760.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-02-15      | 2.2500%  | 0.0000% | $149451700.00      | $90009817.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $95400.00          | $94941.21          | U.S. Treasuries (including strips) |

### Security 82: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.50_0601
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51047278.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 0.1250%  | 0.0000% | $126184300.00      | $152952855.70      | U.S. Treasuries (including strips) |

### Security 83: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.60_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2028-01-15      | 1.7500%  | 0.0000% | $8091200.00        | $12875443.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $163439100.00      | $215921429.83      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $275871700.00      | $281203144.06      | U.S. Treasuries (including strips) |

### Security 84: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.62_0601
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2033-11-15      | 4.5000%  | 0.0000% | $352554200.00      | $357000098.84      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $324173127.91
- **C.18.a - Value (excl. sponsor support):** $324173127.91
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $161877782.63
- **C.18.a - Value (excl. sponsor support):** $161877782.63
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $281997243.33
- **C.18.a - Value (excl. sponsor support):** $281997243.33
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79091840.74
- **C.18.a - Value (excl. sponsor support):** $79091840.74
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $861517616.27
- **C.18.a - Value (excl. sponsor support):** $861517616.27
- **C.19 - Percentage of Net Assets:** 2.7600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $324215667.75
- **C.18.a - Value (excl. sponsor support):** $324215667.75
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298427361.00
- **C.18.a - Value (excl. sponsor support):** $298427361.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 0781SP260228
- **C.18 - Value (incl. sponsor support):** $141223160.35
- **C.18.a - Value (excl. sponsor support):** $141223160.35
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $278461592.48
- **C.18.a - Value (excl. sponsor support):** $278461592.48
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $280043956.30
- **C.18.a - Value (excl. sponsor support):** $280043956.30
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $324008518.79
- **C.18.a - Value (excl. sponsor support):** $324008518.79
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $851110366.16
- **C.18.a - Value (excl. sponsor support):** $851110366.16
- **C.19 - Percentage of Net Assets:** 2.7300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $142020648.90
- **C.18.a - Value (excl. sponsor support):** $142020648.90
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UF2, C.4 - ISIN: US912797UF28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $283119425.16
- **C.18.a - Value (excl. sponsor support):** $283119425.16
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UJ4, C.4 - ISIN: US912797UJ40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398772114.76
- **C.18.a - Value (excl. sponsor support):** $398772114.76
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UM7, C.4 - ISIN: US912797UM78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $405963508.50
- **C.18.a - Value (excl. sponsor support):** $405963508.50
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298413938.13
- **C.18.a - Value (excl. sponsor support):** $298413938.13
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $472945587.00
- **C.18.a - Value (excl. sponsor support):** $472945587.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $423861126.42
- **C.18.a - Value (excl. sponsor support):** $423861126.42
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.4 - ISIN: US912797US49, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $603593210.03
- **C.18.a - Value (excl. sponsor support):** $603593210.03
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UZ8, C.4 - ISIN: US912797UZ81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $412753559.40
- **C.18.a - Value (excl. sponsor support):** $412753559.40
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VA2, C.4 - ISIN: US912797VA22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $436808199.70
- **C.18.a - Value (excl. sponsor support):** $436808199.70
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-12-03
- **C.12 - Maturity Date (WAL):** 2026-12-03
- **C.13 - Final Legal Maturity Date:** 2026-12-03
- **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 107: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VD6, C.4 - ISIN: US912797VD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $813648432.06
- **C.18.a - Value (excl. sponsor support):** $813648432.06
- **C.19 - Percentage of Net Assets:** 2.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.788000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $785955821.97
- **C.18.a - Value (excl. sponsor support):** $785955821.97
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 94974A003_3.61_0601
- **C.18 - Value (incl. sponsor support):** $360300000.00
- **C.18.a - Value (excl. sponsor support):** $360300000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2038-02-15      | 4.3750%  | 0.0000% | $502663.54         | $503106.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-05-15      | 3.0000%  | 0.0000% | $13046237.81       | $9860754.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 3.0000%  | 0.0000% | $58382561.62       | $42718631.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-11-15      | 1.3750%  | 0.0000% | $53035664.59       | $34017504.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 2.3750%  | 0.0000% | $12013843.20       | $8787580.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 4.0000%  | 0.0000% | $101853837.52      | $91642861.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-08-15      | 4.1250%  | 0.0000% | $2564165.02        | $2252793.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-08-15      | 4.7500%  | 0.0000% | $176407428.79      | $172135757.01      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 4.6250%  | 0.0000% | $5776149.45        | $5587024.05        | U.S. Treasuries (including strips) |

### Security 110: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 94974A003_3.62_0601
- **C.18 - Value (incl. sponsor support):** $717300000.00
- **C.18.a - Value (excl. sponsor support):** $717300000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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. | 2035-03-01      | 5.5000%  | 0.0000% | $134693.00         | $967.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-01      | 6.0000%  | 0.0000% | $625723.90         | $3442.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-05-01      | 5.0000%  | 0.0000% | $398571.73         | $5406.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-04-01      | 7.0000%  | 0.0000% | $325251.72         | $1520.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-03-01      | 3.5000%  | 0.0000% | $5257012.00        | $962257.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-03-01      | 4.5000%  | 0.0000% | $95640.00          | $13609.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-09-01      | 3.0000%  | 0.0000% | $398500.00         | $44922.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-08-01      | 6.0000%  | 0.0000% | $283774.24         | $1977.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-01      | 2.5000%  | 0.0000% | $8915181.43        | $5200036.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-02-01      | 2.5000%  | 0.0000% | $1436886.59        | $1257391.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 5.5000%  | 0.0000% | $2131432.24        | $1601014.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-07-01      | 2.5000%  | 0.0000% | $323199.44         | $142898.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-01-01      | 5.5000%  | 0.0000% | $544308.76         | $259367.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-09-01      | 5.0000%  | 0.0000% | $942851.00         | $577238.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-08-01      | 2.0000%  | 0.0000% | $891843.00         | $328926.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 5.0000%  | 0.0000% | $70843518.42       | $44597213.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.5000%  | 0.0000% | $11955.00          | $8212.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 4.5000%  | 0.0000% | $318800.00         | $240690.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 3.0000%  | 0.0000% | $797.00            | $528.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 2.5000%  | 0.0000% | $5579.00           | $4160.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 5.5000%  | 0.0000% | $43835.00          | $37820.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-01      | 3.0000%  | 0.0000% | $3985.00           | $1102.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 3.0000%  | 0.0000% | $3576.14           | $2260.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-01      | 3.0000%  | 0.0000% | $349883.00         | $118782.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 3.0000%  | 0.0000% | $3188.00           | $1831.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-12-01      | 5.5000%  | 0.0000% | $5752616.09        | $4292814.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.0000%  | 0.0000% | $5579.00           | $3275.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-06-01      | 3.0000%  | 0.0000% | $1267840.50        | $121566.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-03-01      | 2.0000%  | 0.0000% | $159400.00         | $64823.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 2.0000%  | 0.0000% | $398500.00         | $238745.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 2.5000%  | 0.0000% | $1385186.00        | $826354.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 2.0000%  | 0.0000% | $26435.69          | $18514.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 2.0000%  | 0.0000% | $1637808.70        | $1077022.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.0000%  | 0.0000% | $1045768.41        | $620995.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.5000%  | 0.0000% | $305858.31         | $255630.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.5000%  | 0.0000% | $20851.11          | $12181.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.5000%  | 0.0000% | $1760038.21        | $1589053.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 5.0000%  | 0.0000% | $19468613.09       | $15386284.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 4.5000%  | 0.0000% | $110416.38         | $88956.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 6.5000%  | 0.0000% | $5272872.30        | $4095311.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-06-01      | 5.5000%  | 0.0000% | $3693682.15        | $2335706.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-11-01      | 4.5000%  | 0.0000% | $798888.09         | $390925.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-01      | 2.0000%  | 0.0000% | $44161770.00       | $22732244.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 4.0000%  | 0.0000% | $153437.64         | $70726.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.5000%  | 0.0000% | $269479.25         | $182044.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.5000%  | 0.0000% | $478200.00         | $290066.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 5.0000%  | 0.0000% | $4497471.00        | $3012374.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 6.5000%  | 0.0000% | $345817.50         | $221557.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 6.0000%  | 0.0000% | $16240587.75       | $14026584.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-01      | 6.5000%  | 0.0000% | $7798138.11        | $6292476.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 6.5000%  | 0.0000% | $1227311.46        | $679834.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 5.0000%  | 0.0000% | $11326524.85       | $8231452.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-10-01      | 5.5000%  | 0.0000% | $840520.18         | $842465.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-01-01      | 4.0000%  | 0.0000% | $100765.51         | $93061.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.0000%  | 0.0000% | $1081521.83        | $1045121.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $951950.35         | $865663.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.5000%  | 0.0000% | $12138913.33       | $8781638.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $1858501.98        | $1903540.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $14315662.99       | $11787299.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 6.5000%  | 0.0000% | $7924787.78        | $5685390.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 4.0000%  | 0.0000% | $803012.57         | $748215.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-01      | 3.5000%  | 0.0000% | $2873522.13        | $2433063.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 5.5000%  | 0.0000% | $12010790.00       | $10562947.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.0000%  | 0.0000% | $3985000.00        | $3638290.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.5000%  | 0.0000% | $20187055.99       | $20020802.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 6.5000%  | 0.0000% | $126018862.46      | $113861685.29      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 6.0000%  | 0.0000% | $20208687.37       | $18193862.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-06-01      | 4.5000%  | 0.0000% | $60752022.38       | $58786572.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 6.5000%  | 0.0000% | $22317523.07       | $16215164.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $157726571.78      | $149719686.33      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.0000%  | 0.0000% | $37281539.98       | $36771568.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-05-01      | 4.0000%  | 0.0000% | $89959797.74       | $84461554.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-03-01      | 4.0000%  | 0.0000% | $16266440.84       | $15035176.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 6.5000%  | 0.0000% | $4553717.68        | $2888525.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 6.0000%  | 0.0000% | $829052.95         | $846307.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 6.0000%  | 0.0000% | $5881517.29        | $5959685.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 4.0000%  | 0.0000% | $1761201.04        | $1645805.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-03-01      | 5.0000%  | 0.0000% | $7688151.31        | $7611178.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-03-01      | 5.5000%  | 0.0000% | $844372.88         | $857667.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-05-01      | 5.5000%  | 0.0000% | $2774500.46        | $2814503.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-05-01      | 5.5000%  | 0.0000% | $2630450.68        | $2676640.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-06-01      | 7.0000%  | 0.0000% | $1327044.85        | $1413639.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-05-01      | 4.5000%  | 0.0000% | $942878.90         | $908172.46         | Agency Mortgage-Backed Securities |

### Security 111: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 964FUR009_3.61_0601
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-10-22      | 0.0000%  | 0.0000% | $100.00            | $98.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $21935600.00       | $8053699.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 0.0000%  | 0.0000% | $28400.00          | $10157.09          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-02-15      | 0.0000%  | 0.0000% | $24999200.00       | $8701921.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 0.0000%  | 0.0000% | $4419100.00        | $1497261.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 0.0000%  | 0.0000% | $152932600.00      | $47902466.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 6.1250%  | 0.0000% | $43749900.00       | $45194310.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $100.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 0.7500%  | 0.0000% | $13004800.00       | $13153253.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $74.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 3.0000%  | 0.0000% | $79139100.00       | $58280083.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-05-15      | 1.2500%  | 0.0000% | $12110600.00       | $5708168.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-11-15      | 2.0000%  | 0.0000% | $8684100.00        | $5988875.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $61.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-11-15      | 4.0000%  | 0.0000% | $114728300.00      | $97658649.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $85.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 4.7500%  | 0.0000% | $28447500.00       | $27937637.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $96.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2056-02-15      | 4.7500%  | 0.0000% | $2635400.00        | $2576728.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $176400.00         | $156749.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 1.2500%  | 0.0000% | $14182300.00       | $12314244.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $28089000.00       | $30555463.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $110400.00         | $110400.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 0.0000%  | 0.0000% | $998685.47         | $713740.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 0.0000%  | 0.0000% | $1140900.32        | $795353.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 0.0000%  | 0.0000% | $1147.76           | $779.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-08-15      | 0.0000%  | 0.0000% | $4.41              | $2.33              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 0.0000%  | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |

### Security 112: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.620000%
- **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: 549300LCO2FLSSVFFR64, C.5 - Other ID: 964FUR009_3.62_0601
- **C.18 - Value (incl. sponsor support):** $646000000.00
- **C.18.a - Value (excl. sponsor support):** $646000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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.      | 2036-09-01      | 5.5000%  | 0.0000% | $11612.00          | $115.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $19106.00          | $332.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 5.5000%  | 0.0000% | $1053.00           | $39.79             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 6.0000%  | 0.0000% | $1200.00           | $7.16              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $3849.00           | $562.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 4.0000%  | 0.0000% | $2980.00           | $211.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.5000%  | 0.0000% | $1897.00           | $55.16             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $5856.00           | $1217.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 3.5000%  | 0.0000% | $69357309.00       | $9580087.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-07-01      | 2.5000%  | 0.0000% | $2762.00           | $234.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-06-01      | 4.0000%  | 0.0000% | $8287.00           | $956.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 3.5000%  | 0.0000% | $1014.00           | $166.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $136.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $584.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-08-01      | 3.0000%  | 0.0000% | $25252246.00       | $6039805.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $6986826.00        | $4345471.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $44236000.00       | $34825132.21       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $4870944.00        | $4004684.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $3059576.00        | $2927042.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.0000%  | 0.0000% | $79435187.00       | $13503927.48       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $14210447.00       | $12620827.15       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $606.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $713.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.5000%  | 0.0000% | $2968380.00        | $1181466.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $13608320.00       | $9924711.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.5000%  | 0.0000% | $6069264.00        | $3977332.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $706.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $101.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 3.5000%  | 0.0000% | $21456931.00       | $2827821.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $64160791.00       | $12920383.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $757.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.5000%  | 0.0000% | $1770136.00        | $1707715.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.0000%  | 0.0000% | $55963731.00       | $29443586.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-06-01      | 2.0000%  | 0.0000% | $1000.00           | $594.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $677.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.5000%  | 0.0000% | $4033657.00        | $2399774.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-11-01      | 1.5000%  | 0.0000% | $6117120.00        | $3059905.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-09-01      | 2.0000%  | 0.0000% | $1355870.00        | $515984.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-25      | 6.5000%  | 0.0000% | $1000.00           | $665.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $1008.00           | $591.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $15169779.00       | $8468797.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.5000%  | 0.0000% | $1024.00           | $164.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.5000%  | 0.0000% | $16589560.00       | $3907146.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $379087.00         | $97982.27          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $20085895.00       | $3302280.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $775334.00         | $787820.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $4985780.00        | $3632665.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $725.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1313638.00        | $918126.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $34038592.00       | $18707267.55       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $777.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $889.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 4.5000%  | 0.0000% | $1641510.00        | $1581414.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 5.0000%  | 0.0000% | $1947800.00        | $1928234.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-05-01      | 6.0000%  | 0.0000% | $2978519.00        | $3053913.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $963.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $6989272.00        | $5273158.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $3522310.00        | $3266810.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $115154.00         | $108915.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $10568108.00       | $10134578.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $65459390.00       | $61197243.31       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 5.0000%  | 0.0000% | $67428174.00       | $65352821.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 1.5000%  | 0.0000% | $4395288.00        | $3696053.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $15020800.00       | $10341609.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1105000.00        | $774388.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $7273000.00        | $5622651.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-25      | 2.5000%  | 0.0000% | $1903540.00        | $1316578.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $4289904.00        | $3059896.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1759370.00        | $1261446.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $8399000.00        | $6275019.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $11596944.00       | $8290327.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $3803196.00        | $2971644.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $5409140.00        | $5154654.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $1261350.00        | $1047964.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $2660700.00        | $1495519.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $4908291.00        | $3310624.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 7.0000%  | 0.0000% | $3084095.00        | $3335212.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1115080.00        | $1116868.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $5781856.00        | $4038832.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1079314.00        | $1120650.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $4285488.00        | $3667229.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 7.0000%  | 0.0000% | $1284254.00        | $633733.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $3711372.00        | $3525545.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $3567470.00        | $3031848.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1008.00           | $746.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $5009560.00        | $3862939.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $3345784.00        | $2706515.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $2520040.00        | $1945795.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $970.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $7525216.00        | $7579512.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $4436700.00        | $4270750.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1542900.00        | $1571025.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $2210122.00        | $1588592.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $927.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $5623320.00        | $5108934.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $2191060.00        | $1787194.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $2363110.00        | $2385552.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $4111104.00        | $4148181.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $9875400.00        | $6877235.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $17784160.00       | $14460539.31       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $4999000.00        | $4402847.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $3192604.00        | $3072691.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 2.5000%  | 0.0000% | $4450848.00        | $3487880.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $6160.00           | $5519.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1257000.00        | $1025662.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 2.5000%  | 0.0000% | $4878504.00        | $3949338.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.0000%  | 0.0000% | $4566552.00        | $4210200.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $5087504.00        | $4240144.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $10671168.00       | $9100352.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.5000%  | 0.0000% | $3443544.00        | $2698285.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $3748696.00        | $3450093.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $8650000.00        | $7211555.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 4.5000%  | 0.0000% | $440656.00         | $371165.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $2425756.00        | $1299761.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $17080.00          | $15926.85          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.0000%  | 0.0000% | $1008.00           | $1026.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-09-01      | 3.5000%  | 0.0000% | $37158.00          | $33456.49          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $5604504.00        | $5669397.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $5235104.00        | $5173397.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $6202264.00        | $6082187.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.5000%  | 0.0000% | $2623910.00        | $2659972.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $10365104.00       | $10491201.26       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $26672080.00       | $26860709.99       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $982.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $2719800.00        | $2681330.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $6463288.00        | $6286684.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $2747032.00        | $2763019.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 6.0000%  | 0.0000% | $6034824.00        | $6221900.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $987.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 5.5000%  | 0.0000% | $1248850.00        | $1267797.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 5.5000%  | 0.0000% | $4823408.00        | $4888347.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 5.0000%  | 0.0000% | $4025792.00        | $3766162.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 5.5000%  | 0.0000% | $64750.00          | $66345.56          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 6.0000%  | 0.0000% | $3362360.00        | $3472571.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 5.5000%  | 0.0000% | $5241512.00        | $5301337.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 5.0000%  | 0.0000% | $4369392.00        | $4327139.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-06-01      | 5.5000%  | 0.0000% | $5624624.00        | $5753752.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-06-01      | 5.5000%  | 0.0000% | $1259520.00        | $1280709.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-06-01      | 5.5000%  | 0.0000% | $2366636.00        | $2410804.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-06-01      | 6.5000%  | 0.0000% | $2063364.00        | $2165947.35        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $62.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2052-11-15      | 4.0000%  | 0.0000% | $23292900.00       | $19827306.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2036-02-15      | 4.1250%  | 0.0000% | $201200.00         | $198711.94         | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Government Cash Management Portfolio

**Date:** 2026-06-05

**By:** /s/Diane Kenneally

**Name of Signing Officer:** Diane Kenneally

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