# EDGAR Filing Document

**Accession Number:** 0000862064
**File Stem:** 0001145549-25-058105
**Filing Date:** 2025-9
**Character Count:** 330572
**Document Hash:** fee925a8a0b2c96af718a6ae63a27eb5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-058105.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-058105

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**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:** 251299715

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-08-31

**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:** 22 days

- **WAL:** 76 days

- **Total Value of Portfolio Securities:** $37328770221.50

- **Amortized Cost of Portfolio Securities:** $37326456202.33

- **Cash:** $21018.37

- **Total Other Assets:** $65680858.70

- **Total Liabilities:** $251435198.51

- **Net Assets of Series:** $37140722880.89

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $29889224014.33           | $29889224014.33            | 85.5600%                  | 85.5600%                   |
| 2025-08-04 | $31229212208.96           | $31229212208.96            | 85.1100%                  | 85.1100%                   |
| 2025-08-05 | $28736539845.99           | $28736539845.99            | 83.7100%                  | 83.7100%                   |
| 2025-08-06 | $28316613498.63           | $28316613498.63            | 83.5000%                  | 83.5000%                   |
| 2025-08-07 | $27868789877.35           | $27868789877.35            | 83.2800%                  | 83.2800%                   |
| 2025-08-08 | $27126136640.90           | $27126136640.90            | 82.8800%                  | 82.8800%                   |
| 2025-08-11 | $28284986348.93           | $28284986348.93            | 83.4200%                  | 83.4200%                   |
| 2025-08-12 | $28878874561.12           | $28878874561.12            | 83.7100%                  | 83.7100%                   |
| 2025-08-13 | $29019115765.45           | $29019115765.45            | 83.4700%                  | 83.4700%                   |
| 2025-08-14 | $28895038661.59           | $28895038661.59            | 83.4100%                  | 83.4100%                   |
| 2025-08-15 | $28929168824.69           | $28929168824.69            | 83.4000%                  | 83.4000%                   |
| 2025-08-18 | $27971165931.58           | $27974671393.15            | 82.9500%                  | 82.9600%                   |
| 2025-08-19 | $28004913038.60           | $28259764551.86            | 82.3500%                  | 83.1000%                   |
| 2025-08-20 | $27720200708.76           | $27975083646.82            | 81.9800%                  | 82.7300%                   |
| 2025-08-21 | $27081130258.81           | $27336034753.00            | 81.6300%                  | 82.4000%                   |
| 2025-08-22 | $26662003454.96           | $26916945181.77            | 81.3800%                  | 82.1600%                   |
| 2025-08-25 | $29509647802.70           | $29764674076.34            | 82.8800%                  | 83.5900%                   |
| 2025-08-26 | $29165557762.30           | $29420613500.86            | 82.7100%                  | 83.4300%                   |
| 2025-08-27 | $29973609195.73           | $30228694401.78            | 82.5300%                  | 83.2400%                   |
| 2025-08-28 | $30241754667.80           | $30496903541.78            | 82.3700%                  | 83.0700%                   |
| 2025-08-29 | $30909364685.79           | $31164520542.49            | 82.6600%                  | 83.3400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 0.0000%             |
| 2025-08-04 | 0.0000%             |
| 2025-08-05 | 0.0000%             |
| 2025-08-06 | 0.0000%             |
| 2025-08-07 | 0.0000%             |
| 2025-08-08 | 0.0000%             |
| 2025-08-11 | 0.0000%             |
| 2025-08-12 | 0.0000%             |
| 2025-08-13 | 0.0000%             |
| 2025-08-14 | 0.0000%             |
| 2025-08-15 | 0.0000%             |
| 2025-08-18 | 0.0000%             |
| 2025-08-19 | 0.0000%             |
| 2025-08-20 | 0.0000%             |
| 2025-08-21 | 0.0000%             |
| 2025-08-22 | 0.0000%             |
| 2025-08-25 | 0.0000%             |
| 2025-08-26 | 0.0000%             |
| 2025-08-27 | 0.0000%             |
| 2025-08-28 | 0.0000%             |
| 2025-08-29 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 0.0000                      |
|  |  |
| 2025-08-04 | 0.0000                      |
|  |  |
| 2025-08-05 | 0.0000                      |
|  |  |
| 2025-08-06 | 0.0000                      |
|  |  |
| 2025-08-07 | 0.0000                      |
|  |  |
| 2025-08-08 | 0.0000                      |
|  |  |
| 2025-08-11 | 0.0000                      |
|  |  |
| 2025-08-12 | 0.0000                      |
|  |  |
| 2025-08-13 | 0.0000                      |
|  |  |
| 2025-08-14 | 0.0000                      |
|  |  |
| 2025-08-15 | 0.0000                      |
|  |  |
| 2025-08-18 | 0.0000                      |
|  |  |
| 2025-08-19 | 0.0000                      |
|  |  |
| 2025-08-20 | 0.0000                      |
|  |  |
| 2025-08-21 | 0.0000                      |
|  |  |
| 2025-08-22 | 0.0000                      |
|  |  |
| 2025-08-25 | 0.0000                      |
|  |  |
| 2025-08-26 | 0.0000                      |
|  |  |
| 2025-08-27 | 0.0000                      |
|  |  |
| 2025-08-28 | 0.0000                      |
|  |  |
| 2025-08-29 | 0.0000                      |
|  |  |

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

### Class: Government Cash Management Portfolio

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $37140722880.89

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 39247.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.0000          |
|  |  |
| 2025-08-04 | 0.0000          |
|  |  |
| 2025-08-05 | 0.0000          |
|  |  |
| 2025-08-06 | 0.0000          |
|  |  |
| 2025-08-07 | 0.0000          |
|  |  |
| 2025-08-08 | 0.0000          |
|  |  |
| 2025-08-11 | 0.0000          |
|  |  |
| 2025-08-12 | 0.0000          |
|  |  |
| 2025-08-13 | 0.0000          |
|  |  |
| 2025-08-14 | 0.0000          |
|  |  |
| 2025-08-15 | 0.0000          |
|  |  |
| 2025-08-18 | 0.0000          |
|  |  |
| 2025-08-19 | 0.0000          |
|  |  |
| 2025-08-20 | 0.0000          |
|  |  |
| 2025-08-21 | 0.0000          |
|  |  |
| 2025-08-22 | 0.0000          |
|  |  |
| 2025-08-25 | 0.0000          |
|  |  |
| 2025-08-26 | 0.0000          |
|  |  |
| 2025-08-27 | 0.0000          |
|  |  |
| 2025-08-28 | 0.0000          |
|  |  |
| 2025-08-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $0.00                     | $0.00                   |
| 2025-08-04 | $0.00                     | $0.00                   |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $0.00                     | $0.00                   |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $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   |
|:---|:---|
| 2025-08-01 | 0.0000%           |
| 2025-08-04 | 0.0000%           |
| 2025-08-05 | 0.0000%           |
| 2025-08-06 | 0.0000%           |
| 2025-08-07 | 0.0000%           |
| 2025-08-08 | 0.0000%           |
| 2025-08-11 | 0.0000%           |
| 2025-08-12 | 0.0000%           |
| 2025-08-13 | 0.0000%           |
| 2025-08-14 | 0.0000%           |
| 2025-08-15 | 0.0000%           |
| 2025-08-18 | 0.0000%           |
| 2025-08-19 | 0.0000%           |
| 2025-08-20 | 0.0000%           |
| 2025-08-21 | 0.0000%           |
| 2025-08-22 | 0.0000%           |
| 2025-08-25 | 0.0000%           |
| 2025-08-26 | 0.0000%           |
| 2025-08-27 | 0.0000%           |
| 2025-08-28 | 0.0000%           |
| 2025-08-29 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.280000%
- **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_4.28_0902
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2028-05-15      | 3.7500%  | 0.0000% | $66882100.00       | $67872465.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50643084.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50780228.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $764100.00         | $772315.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $3105900.00        | $3128385.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-31      | 4.0000%  | 0.0000% | $1780100.00        | $1793055.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 4.2500%  | 0.0000% | $3500000.00        | $3510429.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips) |

### Security 2: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.300000%
- **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_4.30_0902
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2046-05-15      | 2.5000%  | 0.0000% | $42311300.00       | $29181811.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 2.7500%  | 0.0000% | $24999300.00       | $17604536.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 1.0000%  | 0.0000% | $2000.00           | $1828.68           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-02-15      | 0.2500%  | 0.0000% | $5300.00           | $3775.77           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-08-15      | 1.1250%  | 0.0000% | $800.00            | $491.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-11-15      | 1.3750%  | 0.0000% | $7300.00           | $4671.77           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-02-15      | 2.1250%  | 0.0000% | $500.00            | $469.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-05-15      | 4.6250%  | 0.0000% | $209999000.00      | $202765166.76      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 4.6250%  | 0.0000% | $57294100.00       | $56437152.78       | U.S. Treasuries (including strips) |

### Security 3: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_4.33_0902
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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. | 2049-02-01      | 4.5000%  | 0.0000% | $13411424.00       | $4027106.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-02-01      | 3.5000%  | 0.0000% | $68485888.00       | $30234999.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 5.0000%  | 0.0000% | $31791850.00       | $25167419.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 6.5000%  | 0.0000% | $19033204.00       | $16606248.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 5.5000%  | 0.0000% | $41094.00          | $32861.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-12-01      | 5.5000%  | 0.0000% | $12072848.00       | $10385087.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-12-01      | 6.0000%  | 0.0000% | $11523880.00       | $9779877.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 6.0000%  | 0.0000% | $21449485.00       | $19210432.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 2.5000%  | 0.0000% | $99993321.00       | $64553356.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 5.5000%  | 0.0000% | $67824.00          | $53984.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 5.0000%  | 0.0000% | $91620992.00       | $74145328.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 5.0000%  | 0.0000% | $250285536.00      | $204803295.85      | Agency Mortgage-Backed Securities |

### Security 4: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_4.34_0902
- **C.18 - Value (incl. sponsor support):** $625000000.00
- **C.18.a - Value (excl. sponsor support):** $625000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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.      | 2052-08-01      | 4.0000%  | 0.0000% | $8665784.00        | $6348549.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $5665632.00        | $4358692.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.0000%  | 0.0000% | $1630740.00        | $1454659.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.5000%  | 0.0000% | $15013000.00       | $11580427.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $11898040.00       | $9324109.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $4039797.00        | $3936649.75        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-01-20      | 5.5000%  | 0.0000% | $3479241.00        | $2502292.02        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-12-20      | 6.5000%  | 0.0000% | $10571719.00       | $4698041.02        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-06-20      | 7.5000%  | 0.0000% | $45000.00          | $22257.69          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-08-20      | 5.5000%  | 0.0000% | $15000.00          | $14029.66          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-08-20      | 6.5000%  | 0.0000% | $20000.00          | $13496.46          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-07-20      | 5.0000%  | 0.0000% | $196436.00         | $169781.64         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-10-20      | 6.0000%  | 0.0000% | $22000.00          | $11448.15          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-06-20      | 6.5000%  | 0.0000% | $24637.00          | $15767.28          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2065-07-15      | 4.7400%  | 0.0000% | $1420210.00        | $1377121.07        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-05-15      | 4.5500%  | 0.0000% | $7000.00           | $6754.80           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2049-07-20      | 3.5000%  | 0.0000% | $29013.00          | $5636.23           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2049-11-15      | 3.0000%  | 0.0000% | $835000.00         | $313568.64         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2049-08-20      | 3.5000%  | 0.0000% | $505569.00         | $148989.77         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-11-20      | 2.0000%  | 0.0000% | $143015.00         | $73130.46          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-04-15      | 4.3500%  | 0.0000% | $16000.00          | $15221.71          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-05-20      | 4.5000%  | 0.0000% | $1143884.00        | $1071921.28        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2057-12-15      | 4.9000%  | 0.0000% | $9000.00           | $8864.50           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-12-20      | 7.5000%  | 0.0000% | $2760641.00        | $2520583.06        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-03-15      | 5.6900%  | 0.0000% | $1713173.00        | $1801259.99        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-12-15      | 5.7300%  | 0.0000% | $1983968.00        | $2073262.78        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-15      | 5.5500%  | 0.0000% | $7002.00           | $7286.92           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2066-07-15      | 5.3500%  | 0.0000% | $215859.00         | $220698.15         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-02-20      | 5.5000%  | 0.0000% | $540516.00         | $523180.17         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-05-15      | 5.6500%  | 0.0000% | $2081280.00        | $2190602.25        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-02-20      | 6.5000%  | 0.0000% | $358984.00         | $376711.91         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-01-20      | 5.5000%  | 0.0000% | $182131.00         | $183981.51         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-02-20      | 5.5000%  | 0.0000% | $1382433.00        | $1394335.45        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-03-20      | 6.5000%  | 0.0000% | $21174.00          | $22092.04          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-03-20      | 5.5000%  | 0.0000% | $1359636.00        | $1385555.14        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-02-20      | 5.5000%  | 0.0000% | $616810.00         | $621791.98         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-02-20      | 6.0000%  | 0.0000% | $425106.00         | $435786.18         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 6.0000%  | 0.0000% | $4200304.00        | $4347211.09        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $2898414.00        | $2955506.88        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-02-20      | 6.5000%  | 0.0000% | $298906.00         | $310058.71         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-07-15      | 5.8500%  | 0.0000% | $2231590.00        | $2365718.37        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $806822.00         | $822667.94         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-06-20      | 5.5000%  | 0.0000% | $773111.00         | $784910.75         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 5.5000%  | 0.0000% | $8000.00           | $8101.34           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-06-20      | 5.5000%  | 0.0000% | $3746442.00        | $3829524.44        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 6.5000%  | 0.0000% | $3321255.00        | $3496821.71        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 5.5000%  | 0.0000% | $6010.00           | $6095.27           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-07-20      | 5.5000%  | 0.0000% | $8544772.00        | $8663004.03        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-07-20      | 6.0000%  | 0.0000% | $3699391.00        | $3818331.39        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-07-20      | 6.0000%  | 0.0000% | $2588432.00        | $2688585.34        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-06-20      | 6.0000%  | 0.0000% | $893115.00         | $920308.61         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-07-20      | 7.5000%  | 0.0000% | $2701476.00        | $2859887.83        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 6.0000%  | 0.0000% | $1642456.00        | $1714674.25        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 6.0000%  | 0.0000% | $1263297.00        | $1318843.75        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 6.0000%  | 0.0000% | $1879482.00        | $1939051.56        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 6.5000%  | 0.0000% | $7343615.00        | $7585143.24        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 6.0000%  | 0.0000% | $5177456.00        | $5332337.87        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 6.0000%  | 0.0000% | $30789.00          | $31764.78          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 6.0000%  | 0.0000% | $4889648.00        | $5044623.77        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 6.0000%  | 0.0000% | $3027091.00        | $3160188.16        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 6.5000%  | 0.0000% | $2958995.00        | $3088940.91        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2039-10-20      | 5.5000%  | 0.0000% | $223850.00         | $211913.46         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-12-20      | 3.5000%  | 0.0000% | $73496.00          | $65948.24          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-11-20      | 4.5000%  | 0.0000% | $60000.00          | $56830.60          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-12-20      | 5.0000%  | 0.0000% | $521000.00         | $505029.15         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-11-20      | 6.5000%  | 0.0000% | $1000.00           | $945.75            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2040-01-20      | 5.5000%  | 0.0000% | $414459.00         | $400001.29         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-01-20      | 5.0000%  | 0.0000% | $2430976.00        | $2371062.25        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-01-20      | 5.5000%  | 0.0000% | $44179882.00       | $43758153.71       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-02-20      | 4.5000%  | 0.0000% | $9957932.00        | $9514995.47        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-02-20      | 5.5000%  | 0.0000% | $203659229.00      | $202076476.82      | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $8774633.00        | $8773571.75        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 6.0000%  | 0.0000% | $19330655.00       | $19633479.12       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-07-15      | 5.7100%  | 0.0000% | $1000.00           | $1055.09           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2041-12-20      | 5.5000%  | 0.0000% | $1000.00           | $36.26             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2208849.00        | $1643768.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $5046120.00        | $4059205.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1779.46           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-06-20      | 4.0000%  | 0.0000% | $3603139.00        | $1614377.79        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-07-20      | 3.0000%  | 0.0000% | $135582588.00      | $73010030.32       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-08-20      | 3.5000%  | 0.0000% | $4787490.00        | $2715559.87        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-09-20      | 2.5000%  | 0.0000% | $24105.00          | $14347.72          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-10-20      | 2.5000%  | 0.0000% | $217888797.00      | $132972963.01      | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-05-20      | 6.0000%  | 0.0000% | $8200060.00        | $5342750.78        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-09-20      | 3.5000%  | 0.0000% | $47933.00          | $35152.68          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-09-20      | 6.0000%  | 0.0000% | $100224.00         | $57923.01          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-10-20      | 5.5000%  | 0.0000% | $140000.00         | $100673.63         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-10-20      | 4.0000%  | 0.0000% | $35000.00          | $26832.31          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-10-20      | 2.0000%  | 0.0000% | $300000.00         | $171549.44         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-11-20      | 3.5000%  | 0.0000% | $50164.00          | $37927.93          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $127.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-07-15      | 0.1250%  | 0.0000% | $200.00            | $267.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-15      | 2.8750%  | 0.0000% | $800.00            | $757.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-31      | 3.7500%  | 0.0000% | $200.00            | $202.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-28      | 4.2500%  | 0.0000% | $200.00            | $208.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-15      | 4.5000%  | 0.0000% | $200.00            | $205.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-31      | 4.8750%  | 0.0000% | $200.00            | $203.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-11-30      | 4.1250%  | 0.0000% | $1000.00           | $1028.15           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-12-31      | 4.2500%  | 0.0000% | $200.00            | $202.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-15      | 4.2500%  | 0.0000% | $200.00            | $203.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $102.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-31      | 4.1250%  | 0.0000% | $100.00            | $102.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-31      | 3.8750%  | 0.0000% | $1000.00           | $1007.24           | U.S. Treasuries (including strips) |

### Security 5: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06399K002, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: 06399K002_4.33_0902
- **C.18 - Value (incl. sponsor support):** $730000000.00
- **C.18.a - Value (excl. sponsor support):** $730000000.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $98.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $1100.00           | $1458.45           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 0.6250%  | 0.0000% | $200.00            | $194.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $1000.00           | $971.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $35507200.00       | $36980323.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $1600.00           | $1744.97           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $1400.00           | $1417.55           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $604009600.00      | $613283910.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $94119200.00       | $94329940.04       | U.S. Treasuries (including strips) |

### Security 6: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 06399K002, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: 06399K002_4.34_0902
- **C.18 - Value (incl. sponsor support):** $844100000.00
- **C.18.a - Value (excl. sponsor support):** $844100000.00
- **C.19 - Percentage of Net Assets:** 2.2700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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.      | 2031-06-01      | 6.3900%  | 0.0000% | $1891.00           | $0.43              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-09-01      | 6.8170%  | 0.0000% | $7712.00           | $0.00              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $6567952.00        | $1181009.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.5000%  | 0.0000% | $1282843.00        | $1021005.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $1013752.00        | $911540.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $622025.00         | $650654.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 7.0000%  | 0.0000% | $2427958.00        | $2574076.02        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2048-10-20      | 4.0000%  | 0.0000% | $81331419.00       | $7530441.77        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2049-06-20      | 3.5000%  | 0.0000% | $90503500.00       | $9230962.67        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-06-20      | 3.0000%  | 0.0000% | $11195823.00       | $2846683.50        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-07-20      | 3.0000%  | 0.0000% | $1483388.00        | $405252.01         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-08-20      | 3.0000%  | 0.0000% | $2146361.00        | $632835.50         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-05-20      | 2.5000%  | 0.0000% | $50920704.00       | $32899928.91       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-10-20      | 3.0000%  | 0.0000% | $812999.00         | $480694.63         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-06-20      | 6.0000%  | 0.0000% | $133135740.00      | $88281920.92       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-09-20      | 4.0000%  | 0.0000% | $22298591.00       | $16987230.38       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-03-20      | 4.5000%  | 0.0000% | $4360.00           | $3540.16           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-04-20      | 5.5000%  | 0.0000% | $35223480.00       | $26717787.56       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-07-20      | 6.5000%  | 0.0000% | $56568921.00       | $37115378.53       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-12-20      | 5.5000%  | 0.0000% | $1000.00           | $853.81            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-11-20      | 4.0000%  | 0.0000% | $1000.00           | $662.89            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-03-20      | 4.0000%  | 0.0000% | $1000.00           | $683.25            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-09-15      | 7.0000%  | 0.0000% | $1000.00           | $1038.49           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $936.21            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $912.85            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-05-20      | 7.5000%  | 0.0000% | $1001.00           | $1061.40           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-03-20      | 5.0000%  | 0.0000% | $1001.00           | $973.90            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $975.19            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.30           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1045.78           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 7.0000%  | 0.0000% | $1022.00           | $1088.15           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 7.5000%  | 0.0000% | $1529.00           | $1635.50           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1056.18           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-11-20      | 5.5000%  | 0.0000% | $1067.00           | $1040.85           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-12-20      | 5.0000%  | 0.0000% | $1000.00           | $969.35            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $990.46            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $992.22            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.80           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1006.68           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-06-20      | 6.0000%  | 0.0000% | $1105.00           | $1128.71           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1035.15           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.49           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1022.89           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2039-08-20      | 4.5000%  | 0.0000% | $1000.00           | $36.77             | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2040-07-20      | 4.5000%  | 0.0000% | $1000.00           | $37.14             | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2040-10-20      | 4.5000%  | 0.0000% | $1000.00           | $46.04             | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2039-11-15      | 5.0000%  | 0.0000% | $1010.00           | $52.07             | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2041-10-15      | 4.0000%  | 0.0000% | $1050.00           | $46.13             | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2029-11-20      | 6.5000%  | 0.0000% | $40548.00          | $4388.19           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2047-10-15      | 4.5000%  | 0.0000% | $1000.00           | $283.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 3.5000%  | 0.0000% | $7584392.00        | $1500996.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $95000.00          | $66759.56          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $748552.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $18164.00          | $15976.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $15000.00          | $12866.43          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 2.5000%  | 0.0000% | $4096865.00        | $912256.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-05-01      | 2.0000%  | 0.0000% | $38485.00          | $16152.65          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-10-01      | 1.5000%  | 0.0000% | $586704.00         | $309614.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $10000.00          | $8585.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-03-01      | 2.0000%  | 0.0000% | $189379.00         | $106960.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 2.0000%  | 0.0000% | $20000.00          | $11556.91          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 1.5000%  | 0.0000% | $870022.00         | $543311.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $255133.00         | $188862.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 4.0000%  | 0.0000% | $13000.00          | $11695.16          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.5000%  | 0.0000% | $24359.00          | $15387.43          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 2.0000%  | 0.0000% | $50000.00          | $29431.18          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.0000%  | 0.0000% | $31001.00          | $17593.76          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $7006.00           | $7293.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $7723.00           | $7868.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $7600.00           | $7533.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $11160.00          | $11149.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $7374.00           | $7504.56           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2048-10-20      | 4.0000%  | 0.0000% | $2075.00           | $192.12            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-06-20      | 6.0000%  | 0.0000% | $261632.00         | $173487.42         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-09-20      | 4.0000%  | 0.0000% | $5967813.00        | $4546323.77        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-07-20      | 6.5000%  | 0.0000% | $78394251.00       | $51435174.10       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-11-20      | 5.5000%  | 0.0000% | $16181048.00       | $15784524.71       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2029-11-20      | 6.5000%  | 0.0000% | $5764392.00        | $623834.63         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2029-01-31      | 1.7500%  | 0.0000% | $9999300.00        | $9415661.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-01-15      | 0.1250%  | 0.0000% | $5651300.00        | $6072377.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-07-15      | 0.6250%  | 0.0000% | $11250000.00       | $11867530.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-01-15      | 1.1250%  | 0.0000% | $22779300.00       | $23995541.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $103.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-08-31      | 4.1250%  | 0.0000% | $4780900.00        | $4967330.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-01-15      | 1.7500%  | 0.0000% | $23405400.00       | $24750382.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-15      | 2.1250%  | 0.0000% | $414473600.00      | $452027798.63      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-05-31      | 4.5000%  | 0.0000% | $15999900.00       | $16655649.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 4.0000%  | 0.0000% | $4522600.00        | $4594971.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-07-15      | 1.8750%  | 0.0000% | $10800.00          | $11290.28          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-09-30      | 3.5000%  | 0.0000% | $1600.00           | $1613.92           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $105.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $104.05            | U.S. Treasuries (including strips) |

### Security 7: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799K008, C.3 - LEI: N/A, C.5 - Other ID: 06799K008_4.33_0902
- **C.18 - Value (incl. sponsor support):** $318600000.00
- **C.18.a - Value (excl. sponsor support):** $318600000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $189106700.00      | $195432056.07      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 0.0000%  | 0.0000% | $59916719.73       | $53798563.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 0.0000%  | 0.0000% | $83587948.96       | $75741381.02       | U.S. Treasuries (including strips) |

### Security 8: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 165999004, C.3 - LEI: N/A, C.5 - Other ID: 165999004_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1119700000.00
- **C.18.a - Value (excl. sponsor support):** $1119700000.00
- **C.19 - Percentage of Net Assets:** 3.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2043-08-15      | 3.6250%  | 0.0000% | $12800.00          | $10916.36          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 3.0000%  | 0.0000% | $33600.00          | $25887.80          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-02-15      | 3.0000%  | 0.0000% | $42400.00          | $31486.97          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-11-15      | 3.3750%  | 0.0000% | $30000.00          | $23691.82          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-02-15      | 1.8750%  | 0.0000% | $72000.00          | $39623.93          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 3.6250%  | 0.0000% | $3400.00           | $2725.20           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 4.6250%  | 0.0000% | $38400.00          | $37825.66          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $3200.00           | $4198.61           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $19200.00          | $18714.73          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $800.00            | $795.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-15      | 0.2500%  | 0.0000% | $1600.00           | $1966.05           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-15      | 0.6250%  | 0.0000% | $16000.00          | $21643.03          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $8193600.00        | $7117504.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $3200.00           | $3909.45           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $3200.00           | $3339.36           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-18      | 0.0000%  | 0.0000% | $26157900.00       | $25932915.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 0.0000%  | 0.0000% | $14900.00          | $13895.61          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.0000%  | 0.0000% | $200.00            | $168.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 5.3750%  | 0.0000% | $7009100.00        | $7571123.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $4800.00           | $4878.06           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $22400.00          | $23402.96          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $24558000.00       | $25398508.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 4.8750%  | 0.0000% | $7240900.00        | $7397710.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 4.6250%  | 0.0000% | $40768000.00       | $43105808.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $800.00            | $814.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $5146400.00        | $5201584.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-31      | 4.5000%  | 0.0000% | $3200.00           | $3335.52           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $14400.00          | $14776.77          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $3200.00           | $3278.77           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $1300.00           | $1339.17           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $8000.00           | $8120.41           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $27200.00          | $27834.47          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $40000.00          | $40289.59          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 5.3750%  | 0.0000% | $22200.00          | $23980.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 3.6250%  | 0.0000% | $1700.00           | $1362.60           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 2.0000%  | 0.0000% | $800.00            | $787.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $1600.00           | $1430.60           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-31      | 4.3884%  | 0.0000% | $800.00            | $803.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $414022400.00      | $451570242.58      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $3200.00           | $3261.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $5600.00           | $5688.75           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $266044800.00      | $270550726.55      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $100.00            | $103.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $70400.00          | $73250.71          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $293984000.00      | $297765130.78      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $3200.00           | $3245.22           | U.S. Treasuries (including strips) |

### Security 9: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 165999004, C.3 - LEI: N/A, C.5 - Other ID: 165999004_4.34_0902
- **C.18 - Value (incl. sponsor support):** $2123900000.00
- **C.18.a - Value (excl. sponsor support):** $2123900000.00
- **C.19 - Percentage of Net Assets:** 5.7200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $19906464.00       | $20127879.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $30261632.00       | $31711211.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.0000%  | 0.0000% | $15833280.00       | $2950216.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.5000%  | 0.0000% | $165000.00         | $38990.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 3.5000%  | 0.0000% | $12200000.00       | $3008007.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-06-01      | 3.0700%  | 0.0000% | $4514000.00        | $4229438.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-04-01      | 6.0000%  | 0.0000% | $1550000.00        | $449854.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-03-01      | 7.0000%  | 0.0000% | $4000000.00        | $1018216.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-02-01      | 1.5000%  | 0.0000% | $28000000.00       | $16239330.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 6.2950%  | 0.0000% | $6518240.00        | $125715.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 6.5390%  | 0.0000% | $6833704.00        | $663475.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 6.3850%  | 0.0000% | $1900000.00        | $58392.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 6.6100%  | 0.0000% | $2860000.00        | $184559.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-06-01      | 3.5500%  | 0.0000% | $2000000.00        | $1957118.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 3.7500%  | 0.0000% | $28869696.00       | $27737907.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.6200%  | 0.0000% | $2549084.00        | $1359045.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $10256848.00       | $10430028.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.9050%  | 0.0000% | $23455744.00       | $20272157.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.9860%  | 0.0000% | $15310352.00       | $13700604.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 7.0000%  | 0.0000% | $1183336.00        | $1257094.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5250%  | 0.0000% | $710000.00         | $723589.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $4802360.00        | $4771507.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $4943530.00        | $5003359.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.6480%  | 0.0000% | $15418480.00       | $14980113.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-08-01      | 6.4690%  | 0.0000% | $6999998.00        | $55081.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-10-01      | 2.5000%  | 0.0000% | $275000.00         | $125566.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $365307904.00      | $358099141.72      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-06-01      | 3.0000%  | 0.0000% | $613048.00         | $50607.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 2.0000%  | 0.0000% | $22976384.00       | $19795270.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $33505792.00       | $34961335.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 3.5000%  | 0.0000% | $100000.00         | $33919.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 2.5000%  | 0.0000% | $1200000.00        | $770436.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $3230000.00        | $2307712.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $10000000.00       | $7935734.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 4.5000%  | 0.0000% | $200000.00         | $157601.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $10766240.00       | $8120779.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.5000%  | 0.0000% | $15680784.00       | $12064732.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $1424356.00        | $1056539.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 6.3980%  | 0.0000% | $6047000.00        | $72159.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 6.7450%  | 0.0000% | $2279951.00        | $72422.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 2.5000%  | 0.0000% | $194000.00         | $36915.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 4.5000%  | 0.0000% | $300000.00         | $25049.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 4.5000%  | 0.0000% | $34554112.00       | $30642146.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 7.5100%  | 0.0000% | $5031096.00        | $240363.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $3705504.00        | $3159963.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $5210416.00        | $4786968.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.5000%  | 0.0000% | $4285648.00        | $4329321.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 7.0000%  | 0.0000% | $1665464.00        | $1762551.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $7173130.00        | $7093360.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $35242304.00       | $35057846.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $27292448.00       | $27624708.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1168100.00        | $1180908.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $7447488.00        | $7547507.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $8054880.00        | $8451595.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 2.5000%  | 0.0000% | $36688128.00       | $30184262.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $17326464.00       | $14976301.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.0000%  | 0.0000% | $19963104.00       | $19956488.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $54763904.00       | $55760118.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $39014976.00       | $39340956.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $17714784.00       | $3846970.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.0000%  | 0.0000% | $2120000.00        | $755620.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $24056416.00       | $14754034.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $907846.00         | $690386.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 1.5000%  | 0.0000% | $4422568.00        | $3184676.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $17095104.00       | $12785019.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 1.5000%  | 0.0000% | $46228544.00       | $34494347.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $12833660.00       | $11804333.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $25510560.00       | $23226566.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $7423104.00        | $7287845.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.5000%  | 0.0000% | $12989264.00       | $12221625.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 7.0000%  | 0.0000% | $17717376.00       | $18231090.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 5.5000%  | 0.0000% | $140757999.00      | $2271763.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 3.5000%  | 0.0000% | $5920864.00        | $507117.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $1113878.00        | $34100.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 2.5000%  | 0.0000% | $4060000.00        | $380229.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $10000000.00       | $963166.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $64161000.00       | $35054345.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.0000%  | 0.0000% | $240000.00         | $130528.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 1.5000%  | 0.0000% | $18759488.00       | $11712620.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $24570000.00       | $17592435.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $11118280.00       | $8815344.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.0000%  | 0.0000% | $3075000.00        | $2540533.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 5.5000%  | 0.0000% | $84000.00          | $50267.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 7.0000%  | 0.0000% | $550000.00         | $230449.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $55794176.00       | $51972616.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $110164.00         | $104458.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $30646.00          | $28221.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 6.5000%  | 0.0000% | $7844270.00        | $7112488.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 3.0000%  | 0.0000% | $458996.00         | $437175.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $11404624.00       | $11201012.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $2251350.00        | $2362150.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.6690%  | 0.0000% | $3122524.00        | $3179191.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 4.5000%  | 0.0000% | $1406776.00        | $1358187.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-08-01      | 3.0000%  | 0.0000% | $205000.00         | $62725.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 6.6420%  | 0.0000% | $6750000.00        | $512078.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5100%  | 0.0000% | $180000.00         | $139692.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.6070%  | 0.0000% | $55000.00          | $37815.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5010%  | 0.0000% | $1065490.00        | $1023148.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $8883392.00        | $7000777.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 7.0000%  | 0.0000% | $2653836.00        | $2114389.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $4372176.00        | $4364113.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $2092500.00        | $1446151.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $4938584.00        | $5048924.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5260%  | 0.0000% | $60000.00          | $42596.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.8600%  | 0.0000% | $165000.00         | $114042.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3307372.00        | $2557056.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $5634320.00        | $5014380.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.2090%  | 0.0000% | $6188920.00        | $4480562.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 5.5000%  | 0.0000% | $18261000.00       | $19268236.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-04-01      | 4.5600%  | 0.0000% | $36600000.00       | $37225591.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 4.4800%  | 0.0000% | $42556000.00       | $43054519.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $27000.00          | $5930.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 5.0000%  | 0.0000% | $728000.00         | $155917.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 2.5000%  | 0.0000% | $291469.00         | $114006.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.0000%  | 0.0000% | $92490880.00       | $48490392.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 2.0000%  | 0.0000% | $700000.00         | $407042.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $3463784.00        | $2447641.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $4750000.00        | $3612563.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $22017840.00       | $17860297.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.0000%  | 0.0000% | $30000.00          | $24537.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $7340000.00        | $6426570.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 3.0000%  | 0.0000% | $8789550.00        | $7363777.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $30733952.00       | $32068927.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-01-01      | 6.5000%  | 0.0000% | $130329597.00      | $147268.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-04-01      | 5.5000%  | 0.0000% | $1582420.00        | $1595719.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $33562400.00       | $30519134.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 6.5000%  | 0.0000% | $6262479.00        | $30445.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $660070.00         | $83657.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 4.0000%  | 0.0000% | $23991168.00       | $21628370.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 3.5000%  | 0.0000% | $1069706.00        | $273704.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 2.7750%  | 0.0000% | $112322.00         | $59245.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $180982.00         | $172154.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1292246.00        | $1283617.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $202999.00         | $187001.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $10232992.00       | $9843701.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1302000.00        | $1357308.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $7448792.00        | $7613829.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $1000000.00        | $942075.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $11714880.00       | $11716854.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $2507352.00        | $2584159.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $8331056.00        | $8406473.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $2415884.00        | $2522108.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $12570220.00       | $12679876.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2899940.00        | $2933808.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $5193112.00        | $5309866.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $14514176.00       | $14671017.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $13221072.00       | $13661477.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $10377776.00       | $10302318.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $14445856.00       | $14947891.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $19737376.00       | $18507279.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $73805952.00       | $75678329.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $8485280.00        | $8936354.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $4429728.00        | $4574677.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $18520384.00       | $19013205.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1462130.00        | $1504859.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $11141328.00       | $11511439.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $3722964.00        | $3886865.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $30197312.00       | $31048986.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $25032640.00       | $25700277.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 5.5000%  | 0.0000% | $4561912.00        | $4689384.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.0000%  | 0.0000% | $2087360.00        | $2117486.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 5.5000%  | 0.0000% | $1933304.00        | $1985966.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $11573824.00       | $11768678.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $20250400.00       | $21203172.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $14843472.00       | $15492852.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $20093248.00       | $20834601.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $2184800.00        | $2221582.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $22023904.00       | $22651798.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2361290.00        | $2428175.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $20285920.00       | $21119479.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-01-01      | 4.5000%  | 0.0000% | $9010000.00        | $3191167.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-03-01      | 4.0000%  | 0.0000% | $54055424.00       | $41309047.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 3.4300%  | 0.0000% | $11604000.00       | $10728324.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.0000%  | 0.0000% | $14797000.00       | $4300518.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $1522854.00        | $386942.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.0000%  | 0.0000% | $25582592.00       | $24120145.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 2.5000%  | 0.0000% | $80000.00          | $36217.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 1.5000%  | 0.0000% | $291467.00         | $132452.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.0000%  | 0.0000% | $352592.00         | $334041.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $15591744.00       | $15414674.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $28694.00          | $21076.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $4713712.00        | $4763045.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1661190.00        | $1665941.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 7.0000%  | 0.0000% | $2640310.00        | $2813069.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.0000%  | 0.0000% | $11608064.00       | $9796780.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 4.0000%  | 0.0000% | $127863.00         | $115364.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.5000%  | 0.0000% | $1884550.00        | $1688692.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $24000000.00       | $6746250.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $870931.00         | $533560.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 4.5000%  | 0.0000% | $2150376.00        | $1216011.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $15610464.00       | $15302049.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $500000.00         | $476478.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 3.5000%  | 0.0000% | $32169088.00       | $28378428.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $91928.00          | $87346.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $16138112.00       | $15832315.44       | Agency Mortgage-Backed Securities |

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EB5, C.4 - ISIN: US3130B3EB54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175034623.76
- **C.18.a - Value (excl. sponsor support):** $175034623.76
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4ZG9, C.4 - ISIN: US3130B4ZG95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $263019993.26
- **C.18.a - Value (excl. sponsor support):** $263019993.26
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53E6, C.4 - ISIN: US3130B53E63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175498539.84
- **C.18.a - Value (excl. sponsor support):** $175498539.84
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B55E4, C.4 - ISIN: US3130B55E46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $219997727.40
- **C.18.a - Value (excl. sponsor support):** $219997727.40
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5EN4, C.4 - ISIN: US3130B5EN41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $176021361.12
- **C.18.a - Value (excl. sponsor support):** $176021361.12
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5M21, C.4 - ISIN: US3130B5M215, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $874539198.75
- **C.18.a - Value (excl. sponsor support):** $874539198.75
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.460000%
- **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):** $87478441.75
- **C.18.a - Value (excl. sponsor support):** $87478441.75
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6LU8, C.4 - ISIN: US3130B6LU83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $171894230.32
- **C.18.a - Value (excl. sponsor support):** $171894230.32
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.435000%
- **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):** $49999574.00
- **C.18.a - Value (excl. sponsor support):** $49999574.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DL5, C.4 - ISIN: US3130B7DL59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118998466.09
- **C.18.a - Value (excl. sponsor support):** $118998466.09
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DN1, C.4 - ISIN: US3130B7DN16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169998255.80
- **C.18.a - Value (excl. sponsor support):** $169998255.80
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DR2, C.4 - ISIN: US3130B7DR20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $136253648.78
- **C.18.a - Value (excl. sponsor support):** $136253648.78
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.405000%
- **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):** $128498553.09
- **C.18.a - Value (excl. sponsor support):** $128498553.09
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LT9, C.4 - ISIN: US3130B7LT93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $127136067.99
- **C.18.a - Value (excl. sponsor support):** $127136067.99
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: 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: 313385LE4, C.4 - ISIN: US313385LE45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $345838.53
- **C.18.a - Value (excl. sponsor support):** $345838.53
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $255155856.70
- **C.18.a - Value (excl. sponsor support):** $255155856.70
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $176104957.60
- **C.18.a - Value (excl. sponsor support):** $176104957.60
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4M0, C.4 - ISIN: US3133ER4M08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89999251.20
- **C.18.a - Value (excl. sponsor support):** $89999251.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59039870.43
- **C.18.a - Value (excl. sponsor support):** $59039870.43
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **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):** $86574918.52
- **C.18.a - Value (excl. sponsor support):** $86574918.52
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $260355477.20
- **C.18.a - Value (excl. sponsor support):** $260355477.20
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **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):** $68799424.83
- **C.18.a - Value (excl. sponsor support):** $68799424.83
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **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):** $85997968.68
- **C.18.a - Value (excl. sponsor support):** $85997968.68
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **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):** $128998074.03
- **C.18.a - Value (excl. sponsor support):** $128998074.03
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRM1, C.4 - ISIN: US3133ETRM18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $179004263.78
- **C.18.a - Value (excl. sponsor support):** $179004263.78
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **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):** $63510694.04
- **C.18.a - Value (excl. sponsor support):** $63510694.04
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSF5, C.4 - ISIN: US3133ETSF57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $54999267.40
- **C.18.a - Value (excl. sponsor support):** $54999267.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.405000%
- **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):** $24999903.00
- **C.18.a - Value (excl. sponsor support):** $24999903.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127248417.01
- **C.18.a - Value (excl. sponsor support):** $127248417.01
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUW5, C.4 - ISIN: US3133ETUW52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $210013740.30
- **C.18.a - Value (excl. sponsor support):** $210013740.30
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 1.000000%
- **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):** $246999476.36
- **C.18.a - Value (excl. sponsor support):** $246999476.36
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **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 41: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $262855486.24
- **C.18.a - Value (excl. sponsor support):** $262855486.24
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **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):** $55046273.70
- **C.18.a - Value (excl. sponsor support):** $55046273.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $26516686.52
- **C.18.a - Value (excl. sponsor support):** $26516686.52
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.440000%
- **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):** $130542961.91
- **C.18.a - Value (excl. sponsor support):** $130542961.91
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.460000%
- **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):** $60034057.80
- **C.18.a - Value (excl. sponsor support):** $60034057.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.475000%
- **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):** $213418723.40
- **C.18.a - Value (excl. sponsor support):** $213418723.40
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.480000%
- **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):** $367289364.82
- **C.18.a - Value (excl. sponsor support):** $367289364.82
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.480000%
- **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):** $73809559.03
- **C.18.a - Value (excl. sponsor support):** $73809559.03
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.480000%
- **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):** $237743197.63
- **C.18.a - Value (excl. sponsor support):** $237743197.63
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_4.33_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2028-09-30      | 4.6250%  | 0.0000% | $5135000.00        | $5383797.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 4.3484%  | 0.0000% | $497290400.00      | $499139639.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 4.3484%  | 0.0000% | $5456300.00        | $5476589.96        | U.S. Treasuries (including strips) |

### Security 51: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA                                  | 2040-11-15      | 4.0000%  | 0.0000% | $1500000.00        | $163807.21         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2038-03-15      | 5.5000%  | 0.0000% | $1019566.00        | $72051.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-08-01      | 4.5000%  | 0.0000% | $250000.00         | $8601.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-12-01      | 6.0000%  | 0.0000% | $8106672.00        | $13274.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-01-01      | 6.0000%  | 0.0000% | $4000000.00        | $20340.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 3.5000%  | 0.0000% | $70000.00          | $9071.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 4.0000%  | 0.0000% | $347000.00         | $25144.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 4.0000%  | 0.0000% | $1370000.00        | $103629.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-08-01      | 3.5000%  | 0.0000% | $73000.00          | $7203.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.0000%  | 0.0000% | $977047.00         | $152716.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 3.0000%  | 0.0000% | $2500000.00        | $159990.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $238000.00         | $10538.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-01      | 4.0000%  | 0.0000% | $113305.00         | $8605.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 6.0000%  | 0.0000% | $20768256.00       | $123743.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-12-01      | 5.0000%  | 0.0000% | $2060010.00        | $23054.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-09-01      | 6.0000%  | 0.0000% | $727840.00         | $6371.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-08-01      | 6.0000%  | 0.0000% | $2934230.00        | $28605.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-08-01      | 6.0000%  | 0.0000% | $2630000.00        | $15328.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-12-01      | 4.0000%  | 0.0000% | $4000000.00        | $88217.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-05-01      | 4.0000%  | 0.0000% | $1102000.00        | $10697.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-06-01      | 4.5000%  | 0.0000% | $290287.00         | $6919.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-11-01      | 5.0000%  | 0.0000% | $920000.00         | $54659.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-01      | 4.0000%  | 0.0000% | $481194.00         | $37129.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-05-01      | 3.5000%  | 0.0000% | $287032.00         | $88233.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.5000%  | 0.0000% | $635000.00         | $62390.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-10-01      | 4.5000%  | 0.0000% | $230000.00         | $27730.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.5000%  | 0.0000% | $19874.00          | $9937.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.5000%  | 0.0000% | $2347536.00        | $499165.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-05-01      | 3.5000%  | 0.0000% | $3564800.00        | $131510.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-02-01      | 3.5000%  | 0.0000% | $668844.00         | $53420.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.0000%  | 0.0000% | $500000.00         | $26862.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $82338432.00       | $8083992.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-03-01      | 3.0000%  | 0.0000% | $115000.00         | $17861.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-01-01      | 6.0000%  | 0.0000% | $5849128.00        | $32907.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 4.0000%  | 0.0000% | $300000.00         | $34846.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $111000.00         | $26775.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.5000%  | 0.0000% | $25000000.00       | $2908890.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.0000%  | 0.0000% | $100000.00         | $10943.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 6.5000%  | 0.0000% | $37949225.00       | $59359.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-12-01      | 5.0000%  | 0.0000% | $711073.00         | $20306.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 6.0000%  | 0.0000% | $11127760.00       | $51148.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-02-01      | 6.0000%  | 0.0000% | $12308384.00       | $74600.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-06-01      | 6.0000%  | 0.0000% | $8342270.00        | $89903.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-08-01      | 5.0000%  | 0.0000% | $500000.00         | $23620.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-04-01      | 3.0000%  | 0.0000% | $500000.00         | $48378.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-10-01      | 3.0000%  | 0.0000% | $600000.00         | $77618.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-09-01      | 3.5000%  | 0.0000% | $167000.00         | $14166.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-10-01      | 3.0000%  | 0.0000% | $100000.00         | $23078.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $205000.00         | $31318.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-08-01      | 4.0000%  | 0.0000% | $7825552.00        | $7242107.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $700000.00         | $401524.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 3.5000%  | 0.0000% | $4050000.00        | $3028670.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $11000000.00       | $9739360.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $37877440.00       | $34264284.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $1850000.00        | $1696114.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $4913000.00        | $4412176.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-03-01      | 2.5000%  | 0.0000% | $25000.00          | $5641.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 3.0000%  | 0.0000% | $257000.00         | $91838.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.0000%  | 0.0000% | $4213760.00        | $2755496.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.0000%  | 0.0000% | $751512.00         | $473377.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 4.5000%  | 0.0000% | $1317000.00        | $1133849.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-09-01      | 3.0000%  | 0.0000% | $370000.00         | $8694.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-10-01      | 3.5000%  | 0.0000% | $600000.00         | $37293.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-03-01      | 4.5000%  | 0.0000% | $792434.00         | $121132.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-09-01      | 4.0000%  | 0.0000% | $189000.00         | $22025.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.5000%  | 0.0000% | $517782.00         | $48208.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-05-01      | 3.5000%  | 0.0000% | $3602624.00        | $529831.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 3.5000%  | 0.0000% | $812000.00         | $136763.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $11943408.00       | $3973968.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $155000.00         | $24849.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.0000%  | 0.0000% | $800000.00         | $271449.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-03-01      | 2.0000%  | 0.0000% | $200000.00         | $113642.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.0000%  | 0.0000% | $250000.00         | $149870.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $5057512.00        | $3337394.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $6890224.00        | $5116884.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $461602.00         | $348937.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 5.0000%  | 0.0000% | $526000.00         | $52583.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 5.0000%  | 0.0000% | $567359.00         | $74375.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 3.5000%  | 0.0000% | $604000.00         | $141962.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $4511000.00        | $1811727.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 2.0000%  | 0.0000% | $900000.00         | $480463.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $9046624.00        | $6210364.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $10000.00          | $7054.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $825000.00         | $592304.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $527757.00         | $429297.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $151192480.00      | $142867182.75      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $971000.00         | $920703.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $4075288.00        | $4131641.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 3.5000%  | 0.0000% | $15144000.00       | $1880376.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $783465.00         | $336231.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 4.0000%  | 0.0000% | $74000.00          | $17156.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $4530296.00        | $2913970.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $905000.00         | $515510.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $67000.00          | $40483.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $13654000.00       | $8793386.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 2.5000%  | 0.0000% | $18000.00          | $12983.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $132000.00         | $102189.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $11860.00          | $7893.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $11779.00          | $8148.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 2.5000%  | 0.0000% | $188000.00         | $141167.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 5.0000%  | 0.0000% | $4051128.00        | $3686607.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 6.0000%  | 0.0000% | $1070000.00        | $5672.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 6.2850%  | 0.0000% | $3898988.00        | $73747.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 5.5000%  | 0.0000% | $743275.00         | $57814.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 5.5000%  | 0.0000% | $8000000.00        | $116539.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 4.5000%  | 0.0000% | $2145000.00        | $100038.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 2.5000%  | 0.0000% | $26234.00          | $5416.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 2.5000%  | 0.0000% | $750732.00         | $142852.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-05-01      | 4.5000%  | 0.0000% | $600000.00         | $18908.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 4.5000%  | 0.0000% | $200000.00         | $5337.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 4.5000%  | 0.0000% | $231332.00         | $19315.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 3.0000%  | 0.0000% | $134595.00         | $13184.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 2.5000%  | 0.0000% | $55000.00          | $8734.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-01-01      | 3.5000%  | 0.0000% | $134000.00         | $10563.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 2.5000%  | 0.0000% | $355456.00         | $70244.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 3.5000%  | 0.0000% | $70000.00          | $5537.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $1698060.00        | $182312.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $1696648.00        | $217935.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.5000%  | 0.0000% | $42000.00          | $16716.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $535222.00         | $389642.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $100000.00         | $65499.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 4.0000%  | 0.0000% | $24000.00          | $20084.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $50000.00          | $39790.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $9672448.00        | $8728859.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 3.5000%  | 0.0000% | $31000.00          | $27168.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $631276.00         | $635802.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 4.5000%  | 0.0000% | $2878444.00        | $336015.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 5.0000%  | 0.0000% | $1118000.00        | $19568.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $2625060.00        | $2687906.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $3752500.00        | $3829937.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $3221296.00        | $3272558.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $4087280.00        | $4205890.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $2690000.00        | $2636109.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 3.0000%  | 0.0000% | $27087616.00       | $23489974.13       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2031-04-20      | 4.5000%  | 0.0000% | $1517736.00        | $48605.12          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2041-06-20      | 5.0000%  | 0.0000% | $5254624.00        | $525737.08         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2042-01-15      | 4.0000%  | 0.0000% | $136884.00         | $10418.02          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2042-06-15      | 4.0000%  | 0.0000% | $1018346.00        | $169155.22         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2027-10-15      | 3.0000%  | 0.0000% | $3662948.00        | $166386.33         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2043-03-15      | 2.5000%  | 0.0000% | $390458.00         | $29469.59          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2045-12-15      | 3.0000%  | 0.0000% | $466797.00         | $210544.67         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2043-03-20      | 6.0000%  | 0.0000% | $691172.00         | $27800.29          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2042-05-20      | 3.0000%  | 0.0000% | $507218.00         | $42322.95          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2044-10-20      | 4.5000%  | 0.0000% | $490000.00         | $32237.19          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2044-12-20      | 3.5000%  | 0.0000% | $4847000.00        | $354066.92         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2030-01-20      | 3.0000%  | 0.0000% | $315939.00         | $14630.75          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2045-08-20      | 4.0000%  | 0.0000% | $119000.00         | $8363.21           | Agency Mortgage-Backed Securities |
| GNMA                                  | 2047-03-20      | 4.0000%  | 0.0000% | $926108.00         | $82118.99          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2033-07-20      | 4.0000%  | 0.0000% | $62678.00          | $6522.80           | Agency Mortgage-Backed Securities |
| GNMA                                  | 2047-08-20      | 3.0000%  | 0.0000% | $272000.00         | $37051.99          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2047-09-20      | 3.5000%  | 0.0000% | $1615998.00        | $191299.52         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2047-11-20      | 4.0000%  | 0.0000% | $5727000.00        | $628291.55         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-02-20      | 4.0000%  | 0.0000% | $158447872.00      | $57231703.65       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2050-01-20      | 5.0000%  | 0.0000% | $6649000.00        | $971676.67         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2049-07-20      | 4.5000%  | 0.0000% | $1223618.00        | $169163.40         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2050-05-20      | 2.0000%  | 0.0000% | $79998.00          | $33855.41          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2052-05-20      | 5.5000%  | 0.0000% | $100851.00         | $60276.64          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-11-20      | 2.0000%  | 0.0000% | $6358024.00        | $3847025.00        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2052-03-20      | 5.5000%  | 0.0000% | $60000.00          | $25816.88          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2054-02-20      | 4.0000%  | 0.0000% | $78488.00          | $70149.30          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2047-07-20      | 5.0000%  | 0.0000% | $2444988.00        | $411804.49         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2049-06-20      | 4.0000%  | 0.0000% | $195000.00         | $32804.33          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2054-12-20      | 6.5000%  | 0.0000% | $1321956.00        | $1369071.26        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2040-09-15      | 4.0000%  | 0.0000% | $135000.00         | $16254.86          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2041-07-15      | 4.0000%  | 0.0000% | $490000.00         | $20653.75          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2039-02-15      | 5.5000%  | 0.0000% | $3550000.00        | $140262.51         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2035-08-15      | 5.0000%  | 0.0000% | $2310116.00        | $24274.62          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2042-01-15      | 3.5000%  | 0.0000% | $265700.00         | $17214.86          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2031-07-15      | 7.0000%  | 0.0000% | $65000000.00       | $70354.26          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2039-04-15      | 5.5000%  | 0.0000% | $3500000.00        | $86211.51          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2038-12-15      | 5.5000%  | 0.0000% | $981401.00         | $13852.45          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2033-12-15      | 5.0000%  | 0.0000% | $100000.00         | $5082.60           | Agency Mortgage-Backed Securities |
| GNMA                                  | 2040-02-15      | 5.0000%  | 0.0000% | $190000.00         | $15256.53          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2036-11-15      | 5.5000%  | 0.0000% | $1250000.00        | $14211.30          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2038-06-15      | 6.5000%  | 0.0000% | $1200000.00        | $5777.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.0000%  | 0.0000% | $938895.00         | $603319.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 4.5000%  | 0.0000% | $51119.00          | $39365.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.0000%  | 0.0000% | $503737.00         | $161645.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $1005830.00        | $816301.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $434852.00         | $432571.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $3347408.00        | $3335762.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1056840.00        | $1064637.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-12-01      | 2.0000%  | 0.0000% | $15000000.00       | $7599565.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.5000%  | 0.0000% | $210555.00         | $131834.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.5000%  | 0.0000% | $2322348.00        | $1557476.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.0000%  | 0.0000% | $2378000.00        | $1788094.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $756849.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-10-01      | 6.0000%  | 0.0000% | $1432936.00        | $1134748.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-05-01      | 1.5000%  | 0.0000% | $1000000.00        | $590504.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-07-01      | 1.5000%  | 0.0000% | $920000.00         | $553412.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-05-01      | 3.0000%  | 0.0000% | $4965680.00        | $1859966.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $1214204.00        | $1211289.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 4.0000%  | 0.0000% | $83918.00          | $5958.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 6.0000%  | 0.0000% | $1700000.00        | $10220.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 6.0000%  | 0.0000% | $180211.00         | $9389.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 6.5000%  | 0.0000% | $3000000.00        | $17930.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 3.5000%  | 0.0000% | $89000.00          | $16896.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 4.0000%  | 0.0000% | $3000000.00        | $232802.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 4.5000%  | 0.0000% | $1041992.00        | $135671.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 4.0000%  | 0.0000% | $23054272.00       | $3376148.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $203800.00         | $42118.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $144576.00         | $23867.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 4.0000%  | 0.0000% | $1067104.00        | $161969.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $5596360.00        | $1226740.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 4.0000%  | 0.0000% | $7314056.00        | $1004376.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $414883.00         | $45644.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 4.0000%  | 0.0000% | $110000.00         | $6398.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 4.5000%  | 0.0000% | $96835.00          | $7610.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.5000%  | 0.0000% | $1279744.00        | $367300.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $1911308.00        | $445551.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-05-01      | 2.0000%  | 0.0000% | $160572.00         | $7876.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 5.0000%  | 0.0000% | $1578182.00        | $85731.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $153810.00         | $17940.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-04-01      | 6.0000%  | 0.0000% | $15000000.00       | $26121.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-09-01      | 6.0000%  | 0.0000% | $10655984.00       | $15678.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $497006.00         | $494817.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1421836.00        | $1438421.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1770624.00        | $1819801.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $9963936.00        | $10384371.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $5388920.00        | $5677364.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1667090.00        | $1521295.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1146898.00        | $1222905.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1143942.00        | $1204441.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1069850.00        | $1099344.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $800000.00         | $97003.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $4410000.00        | $1099730.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $328000.00         | $71324.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.0000%  | 0.0000% | $1009356.00        | $117326.92         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-05-20      | 5.5000%  | 0.0000% | $3367680.00        | $3404589.03        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-03-20      | 6.5000%  | 0.0000% | $4508456.00        | $4697801.00        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-06-20      | 5.5000%  | 0.0000% | $772082.00         | $781339.42         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-08-20      | 5.5000%  | 0.0000% | $4248880.00        | $4312348.83        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-05-20      | 6.5000%  | 0.0000% | $2534520.00        | $2631832.76        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-03-20      | 6.5000%  | 0.0000% | $1055032.00        | $1104582.52        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-06-20      | 6.5000%  | 0.0000% | $1799700.00        | $1875637.39        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-03-20      | 6.5000%  | 0.0000% | $3225680.00        | $3349090.22        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-05-20      | 5.5000%  | 0.0000% | $3868548.00        | $3948921.50        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-07-20      | 6.5000%  | 0.0000% | $2280864.00        | $2378239.92        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-04-20      | 6.5000%  | 0.0000% | $34811904.00       | $36167923.97       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2034-05-20      | 4.0000%  | 0.0000% | $5540690.00        | $94640.80          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2034-08-20      | 6.0000%  | 0.0000% | $726985.00         | $7918.60           | Agency Mortgage-Backed Securities |
| GNMA                                  | 2038-05-20      | 5.0000%  | 0.0000% | $500000.00         | $6779.53           | Agency Mortgage-Backed Securities |
| GNMA                                  | 2033-09-15      | 5.0000%  | 0.0000% | $1361190.00        | $18742.98          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2040-04-15      | 5.0000%  | 0.0000% | $194705.00         | $10886.82          | Agency Mortgage-Backed Securities |

### Security 52: HSBC USA, Inc.

- **C.1 - Title:** HSBC USA, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 4049YJ005, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 4049YJ005_4.33_0902
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2025-11-15      | 2.2500%  | 0.0000% | $9408500.00        | $9431983.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 0.2500%  | 0.0000% | $5900.00           | $5866.71           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 3.7500%  | 0.0000% | $887600.00         | $902948.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $740800.00         | $757344.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 0.0000%  | 0.0000% | $47083839.94       | $35516140.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 0.0000%  | 0.0000% | $43035197.44       | $31304276.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-05-15      | 0.0000%  | 0.0000% | $79405440.00       | $28735161.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 0.0000%  | 0.0000% | $77049282.55       | $31606386.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 0.0000%  | 0.0000% | $3296900.00        | $2857212.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-05-15      | 0.0000%  | 0.0000% | $2450400.00        | $1474087.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-08-15      | 0.0000%  | 0.0000% | $2424700.00        | $1124217.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 0.0000%  | 0.0000% | $593000.00         | $233719.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-08-15      | 3.8750%  | 0.0000% | $18818500.00       | $17234983.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-11-15      | 3.0000%  | 0.0000% | $44981300.00       | $34243287.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-11-15      | 1.6250%  | 0.0000% | $134813000.00      | $70114584.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-05-15      | 4.7500%  | 0.0000% | $139097600.00      | $137163456.91      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 0.0000%  | 0.0000% | $2548000.00        | $2333122.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-15      | 0.0000%  | 0.0000% | $2986200.00        | $2961223.42        | U.S. Treasuries (including strips) |

### Security 53: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_4.25_0902
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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% | $1600.00           | $1402.39           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $91404800.00       | $101998638.73      | U.S. Treasuries (including strips) |

### Security 54: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_4.32_0902
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-05-15      | 0.0000%  | 0.0000% | $1052300.00        | $885096.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-08-15      | 0.0000%  | 0.0000% | $58000.00          | $27106.47          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-08-15      | 0.0000%  | 0.0000% | $2857000.00        | $1250300.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 0.0000%  | 0.0000% | $5001300.00        | $1899753.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-11-15      | 0.0000%  | 0.0000% | $648796000.00      | $202072704.57      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 2.2500%  | 0.0000% | $36315500.00       | $23685476.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 4.6250%  | 0.0000% | $7764000.00        | $7670824.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $14000300.00       | $12061087.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-15      | 4.2500%  | 0.0000% | $14823100.00       | $15057339.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 3.5000%  | 0.0000% | $14732300.00       | $14668202.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 4.1250%  | 0.0000% | $20416700.00       | $21212845.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 4.3254%  | 0.0000% | $136431600.00      | $136986071.94      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $39405200.00       | $40230390.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-02-15      | 0.0000%  | 0.0000% | $65970502.06       | $41371553.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-08-15      | 0.0000%  | 0.0000% | $48587319.98       | $11936058.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-11-15      | 0.0000%  | 0.0000% | $16548320.00       | $7851366.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 0.0000%  | 0.0000% | $241969152.00      | $101626559.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-05-15      | 0.0000%  | 0.0000% | $18496307.20       | $4964371.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-05-15      | 0.0000%  | 0.0000% | $73793024.00       | $17542889.39       | U.S. Treasuries (including strips) |

### Security 55: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_4.34_0902
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2042-07-25      | 4.0000%  | 0.0000% | $8095312.00        | $82440.65          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2042-12-25      | 3.0000%  | 0.0000% | $24499995.00       | $145762.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-03-25      | 4.5000%  | 0.0000% | $54166655.00       | $80782.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-07-25      | 3.5000%  | 0.0000% | $32500000.00       | $446535.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-11-25      | 4.0000%  | 0.0000% | $42614016.00       | $491252.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-07-25      | 4.0000%  | 0.0000% | $48352256.00       | $885133.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-01-25      | 3.5000%  | 0.0000% | $14346336.00       | $742100.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-06-25      | 5.0000%  | 0.0000% | $162897408.00      | $9605062.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-07-25      | 3.5000%  | 0.0000% | $42139264.00       | $2858593.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-09-25      | 2.0000%  | 0.0000% | $50000000.00       | $3890551.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-12-25      | 2.0000%  | 0.0000% | $39515000.00       | $3742910.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-11-25      | 4.0000%  | 0.0000% | $88218240.00       | $6903280.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-02-25      | 3.5000%  | 0.0000% | $33838656.00       | $2346055.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-02-25      | 3.5000%  | 0.0000% | $40566528.00       | $3436853.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-25      | 3.0000%  | 0.0000% | $32910656.00       | $1986971.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-25      | 3.0000%  | 0.0000% | $27013824.00       | $1773881.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-25      | 3.0000%  | 0.0000% | $36789312.00       | $3795086.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-08-25      | 3.0000%  | 0.0000% | $114032128.00      | $10234928.82       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-12-25      | 3.0000%  | 0.0000% | $30000000.00       | $3176252.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-12-25      | 3.0000%  | 0.0000% | $15038784.00       | $1577445.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-07-25      | 5.0000%  | 0.0000% | $19929400.00       | $2900782.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-12-25      | 4.0000%  | 0.0000% | $10000000.00       | $1742647.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-04-25      | 5.0000%  | 0.0000% | $94763136.00       | $16540295.56       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-05-25      | 6.5000%  | 0.0000% | $4153840.00        | $572572.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-09-25      | 5.0000%  | 0.0000% | $8500000.00        | $1351722.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-09-25      | 6.0000%  | 0.0000% | $11573700.00       | $1175689.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-25      | 5.5000%  | 0.0000% | $8015728.00        | $1129639.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-03-25      | 5.5000%  | 0.0000% | $7787448.00        | $1142969.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2042-10-15      | 4.5000%  | 0.0000% | $94872576.00       | $994925.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-11-15      | 3.5000%  | 0.0000% | $29222200.00       | $129171.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2029-01-25      | 0.0000%  | 0.0000% | $11369119.00       | $8453787.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-06-25      | 0.0000%  | 0.0000% | $35808768.00       | $18878776.39       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2061-03-25      | 0.0000%  | 0.0000% | $8059648.00        | $3694832.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2044-12-25      | 1.9626%  | 0.0000% | $20223680.00       | $442842.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2045-07-25      | 2.2627%  | 0.0000% | $9759520.00        | $371544.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2027-09-25      | 0.8171%  | 0.0000% | $21270000.00       | $266102.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2044-10-25      | 2.1277%  | 0.0000% | $8733983.00        | $345917.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2036-07-25      | 3.1557%  | 0.0000% | $2500000.00        | $462996.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2036-09-25      | 3.3340%  | 0.0000% | $3000000.00        | $596754.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-02-25      | 2.3922%  | 0.0000% | $1750000.00        | $136275.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-05-25      | 2.2301%  | 0.0000% | $29700000.00       | $486322.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-06-27      | 1.5340%  | 0.0000% | $9999990.00        | $363190.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-08-27      | 1.6658%  | 0.0000% | $4000000.00        | $260538.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-03-25      | 1.9740%  | 0.0000% | $3370000.00        | $242462.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-09-25      | 3.1224%  | 0.0000% | $5295120.00        | $674532.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-09-25      | 2.8216%  | 0.0000% | $2000000.00        | $241901.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2034-10-25      | 2.8297%  | 0.0000% | $8045000.00        | $1075293.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-04-25      | 3.2033%  | 0.0000% | $3500000.00        | $569469.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-05-25      | 3.3244%  | 0.0000% | $1300000.00        | $225800.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-08-25      | 4.2877%  | 0.0000% | $2273071.00        | $526288.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2057-02-25      | 5.8801%  | 0.0000% | $7799624.00        | $2851912.15        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2026-03-20      | 5.6250%  | 0.0000% | $818950.00         | $84.88             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2027-06-15      | 9.0000%  | 0.0000% | $9174247.00        | $93.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2044-06-25      | 2.1955%  | 0.0000% | $26340128.00       | $449984.66         | Agency Mortgage-Backed Securities         |

### Security 56: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 4.280000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: 66585Q007_4.28_0902
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2035-05-15      | 4.2500%  | 0.0000% | $50000000.00       | $50844067.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $50000000.00       | $50844067.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $50000000.00       | $50844067.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $10490700.00       | $10667797.19       | U.S. Treasuries (including strips) |

### Security 57: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: 66585Q007_4.30_0902
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52053271.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52053271.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52053271.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52053271.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52053271.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $37859300.00       | $39414008.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52053271.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52053271.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52053271.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52053271.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52053271.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52053271.93       | U.S. Treasuries (including strips) |

### Security 58: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: 66585Q007_4.33_0902
- **C.18 - Value (incl. sponsor support):** $2925000000.00
- **C.18.a - Value (excl. sponsor support):** $2925000000.00
- **C.19 - Percentage of Net Assets:** 7.8800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51615658.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $51676629.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51615658.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51615658.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51615658.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $51486850.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $48000000.00       | $48860542.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $17330000.00       | $17951854.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 1.5000%  | 0.0000% | $50000000.00       | $45653531.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $3371200.00        | $3428180.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $4330300.00        | $4459070.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51615658.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51615658.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $51676629.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50896398.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51615658.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $51486850.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $51236850.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51615658.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $51794156.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $20000000.00       | $20577868.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $51676629.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $51676629.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51615658.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $51676629.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $51676629.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51615658.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $51676629.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $51676629.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.8750%  | 0.0000% | $40898000.00       | $41909693.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51615658.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 2.6250%  | 0.0000% | $50000000.00       | $48290928.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-02      | 4.2500%  | 0.0000% | $50000000.00       | $51471465.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 2.6250%  | 0.0000% | $50000000.00       | $48290928.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-02      | 4.2500%  | 0.0000% | $50000000.00       | $51471465.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 2.6250%  | 0.0000% | $50000000.00       | $48290928.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-02      | 4.2500%  | 0.0000% | $50000000.00       | $51471465.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 2.6250%  | 0.0000% | $50000000.00       | $48290928.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 2.6250%  | 0.0000% | $50000000.00       | $48290928.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-02      | 4.2500%  | 0.0000% | $50000000.00       | $51471465.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 2.6250%  | 0.0000% | $14350000.00       | $13859496.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $50845106.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-02      | 4.2500%  | 0.0000% | $50000000.00       | $51471465.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $49738800.00       | $50579491.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-02      | 4.2500%  | 0.0000% | $50000000.00       | $51471465.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-02      | 4.2500%  | 0.0000% | $21812300.00       | $22454220.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $50845106.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $50845106.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $50845106.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-02      | 4.2500%  | 0.0000% | $50000000.00       | $51471465.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-02      | 4.2500%  | 0.0000% | $50000000.00       | $51471465.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $51486850.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50896398.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51615658.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $51676629.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $51676629.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $51794156.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $51794156.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51615658.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $51486850.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $51676629.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $51676629.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $51676629.61       | U.S. Treasuries (including strips) |

### Security 59: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 795993005, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795993005_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1471600000.00
- **C.18.a - Value (excl. sponsor support):** $1471600000.00
- **C.19 - Percentage of Net Assets:** 3.9600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-02-15      | 5.3750%  | 0.0000% | $59101500.00       | $63868144.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $5100.00           | $6127.27           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $950233300.00      | $818614368.49      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $342700.00         | $297699.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-15      | 0.1250%  | 0.0000% | $5969800.00        | $6973982.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $13160100.00       | $11493991.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-15      | 0.1250%  | 0.0000% | $263047000.00      | $296727399.76      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-15      | 0.1250%  | 0.0000% | $14356800.00       | $15426523.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 4.0000%  | 0.0000% | $15796600.00       | $16051259.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 4.1250%  | 0.0000% | $111044500.00      | $115374659.73      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 4.6250%  | 0.0000% | $64446600.00       | $68347635.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8750%  | 0.0000% | $67669100.00       | $72359192.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 4.3750%  | 0.0000% | $8912700.00        | $9275965.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.7500%  | 0.0000% | $5893100.00        | $5930050.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $101.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $311400.00         | $314807.86         | U.S. Treasuries (including strips) |

### Security 60: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_4.10_0902
- **C.18 - Value (incl. sponsor support):** $95900000.00
- **C.18.a - Value (excl. sponsor support):** $95900000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2027-05-31      | 3.8750%  | 0.0000% | $96606900.00       | $97818024.96       | U.S. Treasuries (including strips) |

### Security 61: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_4.33_0902
- **C.18 - Value (incl. sponsor support):** $5500000000.00
- **C.18.a - Value (excl. sponsor support):** $5500000000.00
- **C.19 - Percentage of Net Assets:** 14.8100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2044-02-15      | 4.5000%  | 0.0000% | $700000000.00      | $675194471.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 3.8750%  | 0.0000% | $250000000.00      | $223513077.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 3.0000%  | 0.0000% | $600000000.00      | $483473850.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-08-15      | 3.3750%  | 0.0000% | $1132000000.00     | $949989874.44      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-11-15      | 2.0000%  | 0.0000% | $250000000.00      | $173696080.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 2.2500%  | 0.0000% | $134096300.00      | $98471277.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 2.8750%  | 0.0000% | $53000000.00       | $41166094.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 4.0000%  | 0.0000% | $750000000.00      | $691053420.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-08-15      | 1.7500%  | 0.0000% | $1250000000.00     | $832619325.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 3.8750%  | 0.0000% | $950000000.00      | $856623141.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 3.2500%  | 0.0000% | $600000000.00      | $501155916.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 4.6250%  | 0.0000% | $83849200.00       | $83043604.56       | U.S. Treasuries (including strips) |

### Security 62: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298947024.00
- **C.18.a - Value (excl. sponsor support):** $298947024.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $340417800.76
- **C.18.a - Value (excl. sponsor support):** $340417800.76
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $182147790.25
- **C.18.a - Value (excl. sponsor support):** $182147790.25
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $181625131.95
- **C.18.a - Value (excl. sponsor support):** $181625131.95
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $181130447.50
- **C.18.a - Value (excl. sponsor support):** $181130447.50
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $180611576.15
- **C.18.a - Value (excl. sponsor support):** $180611576.15
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $547352795.33
- **C.18.a - Value (excl. sponsor support):** $547352795.33
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $180125995.55
- **C.18.a - Value (excl. sponsor support):** $180125995.55
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $349155601.04
- **C.18.a - Value (excl. sponsor support):** $349155601.04
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QT7, C.4 - ISIN: US912797QT77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $549545485.50
- **C.18.a - Value (excl. sponsor support):** $549545485.50
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **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 72: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $360901113.80
- **C.18.a - Value (excl. sponsor support):** $360901113.80
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249282777.92
- **C.18.a - Value (excl. sponsor support):** $249282777.92
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **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 74: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $370483549.84
- **C.18.a - Value (excl. sponsor support):** $370483549.84
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $369350430.00
- **C.18.a - Value (excl. sponsor support):** $369350430.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $372015967.50
- **C.18.a - Value (excl. sponsor support):** $372015967.50
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.313400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1560119808.00
- **C.18.a - Value (excl. sponsor support):** $1560119808.00
- **C.19 - Percentage of Net Assets:** 4.2000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.388400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $835484533.80
- **C.18.a - Value (excl. sponsor support):** $835484533.80
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: N/A, C.5 - Other ID: 94974A003_4.33_0902
- **C.18 - Value (incl. sponsor support):** $468600000.00
- **C.18.a - Value (excl. sponsor support):** $468600000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2026-01-22      | 0.0000%  | 0.0000% | $1171.50           | $1152.83           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-26      | 0.0000%  | 0.0000% | $234.30            | $229.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 6.5000%  | 0.0000% | $4469799.68        | $4708723.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 6.3750%  | 0.0000% | $2924766.90        | $3083132.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-02-15      | 3.5000%  | 0.0000% | $81009.22          | $73319.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-05-15      | 4.2500%  | 0.0000% | $69002814.38       | $68025448.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-02-15      | 4.6250%  | 0.0000% | $28538091.45       | $28726543.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-05-15      | 4.3750%  | 0.0000% | $32879611.88       | $32507937.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-11-15      | 4.2500%  | 0.0000% | $194293.28         | $188366.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-08-15      | 3.7500%  | 0.0000% | $4628889.38        | $4145849.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 2.7500%  | 0.0000% | $8181463.12        | $6274594.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 3.1250%  | 0.0000% | $55904682.90       | $44845051.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 2.8750%  | 0.0000% | $4057255.95        | $3150099.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-02-15      | 3.6250%  | 0.0000% | $13462116.52       | $11487292.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-08-15      | 3.1250%  | 0.0000% | $38694762.15       | $30425066.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-11-15      | 3.0000%  | 0.0000% | $5310819.52        | $4069735.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 2.5000%  | 0.0000% | $4201116.15        | $2899669.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-02-15      | 3.0000%  | 0.0000% | $413539.50         | $309270.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-11-15      | 2.7500%  | 0.0000% | $63375162.68       | $45269778.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-02-15      | 3.0000%  | 0.0000% | $18199721.10       | $13458262.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-11-15      | 3.3750%  | 0.0000% | $22073695.88       | $17558399.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-02-15      | 2.0000%  | 0.0000% | $215497.42         | $125540.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 1.3750%  | 0.0000% | $39317238.68       | $19180879.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-11-15      | 1.6250%  | 0.0000% | $12800101.88       | $6719832.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-08-15      | 2.0000%  | 0.0000% | $61849401.08       | $35252975.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-11-15      | 1.8750%  | 0.0000% | $110179692.15      | $61085914.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-11-15      | 4.0000%  | 0.0000% | $52131.75          | $45693.31          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 3.8750%  | 0.0000% | $12172060.72       | $10973754.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 4.7500%  | 0.0000% | $17463901.95       | $17617410.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-02-15      | 4.5000%  | 0.0000% | $3425407.42        | $3303945.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-11-15      | 4.5000%  | 0.0000% | $421798.58         | $402193.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-05-15      | 5.0000%  | 0.0000% | $310037.48         | $321140.59         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 4.3134%  | 0.0000% | $1728548.25        | $1734830.55        | U.S. Treasuries (including strips) |

### Security 80: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: N/A, C.5 - Other ID: 94974A003_4.34_0902
- **C.18 - Value (incl. sponsor support):** $661000000.00
- **C.18.a - Value (excl. sponsor support):** $661000000.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 3.5000%  | 0.0000% | $2661177.19        | $2492162.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-01-01      | 3.0000%  | 0.0000% | $903366.67         | $258580.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-04-01      | 3.0000%  | 0.0000% | $47697.03          | $28824.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-06-01      | 2.5000%  | 0.0000% | $873988.89         | $342000.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-07-01      | 2.5000%  | 0.0000% | $150561.11         | $62208.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-01      | 2.5000%  | 0.0000% | $3105839.97        | $1809963.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-06-01      | 3.0000%  | 0.0000% | $5141.11           | $3606.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-01      | 2.5000%  | 0.0000% | $39159.11          | $23212.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.5000%  | 0.0000% | $734.44            | $543.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.5000%  | 0.0000% | $1468888.89        | $1160341.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.0000%  | 0.0000% | $36722.22          | $28319.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.5000%  | 0.0000% | $4223055.56        | $3366020.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 5.0000%  | 0.0000% | $376035.56         | $324954.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 6.5000%  | 0.0000% | $807888.89         | $614465.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-08-01      | 5.5000%  | 0.0000% | $1211833.33        | $961544.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-08-01      | 5.5000%  | 0.0000% | $30681266.11       | $31148941.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-07-01      | 1.5000%  | 0.0000% | $73444.44          | $44179.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-03-01      | 2.5000%  | 0.0000% | $807888.89         | $539490.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-11-01      | 2.0000%  | 0.0000% | $877210.90         | $619812.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-02-01      | 5.5000%  | 0.0000% | $1024590.39        | $983739.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-01-01      | 6.5000%  | 0.0000% | $853371.56         | $480825.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-10-01      | 4.0000%  | 0.0000% | $1218366.22        | $757472.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-01      | 3.5000%  | 0.0000% | $11802522.22       | $8799944.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-25      | 2.5000%  | 0.0000% | $66100.00          | $48157.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-01      | 3.0000%  | 0.0000% | $6620282.22        | $3904537.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.0000%  | 0.0000% | $1412443.90        | $1400553.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 5.0000%  | 0.0000% | $738958.34         | $721357.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 5.0000%  | 0.0000% | $1548501.20        | $1503096.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-01-01      | 5.0000%  | 0.0000% | $734521.56         | $717639.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-02-01      | 6.0000%  | 0.0000% | $1061730.52        | $833616.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.0000%  | 0.0000% | $924798.49         | $917289.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 5.5000%  | 0.0000% | $1025218.34        | $1046728.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 5.0000%  | 0.0000% | $1639316.72        | $1560988.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-08-01      | 6.0000%  | 0.0000% | $1053999.75        | $1088993.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-09-01      | 6.5000%  | 0.0000% | $744242.67         | $781863.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 6.5000%  | 0.0000% | $1607177.43        | $1455059.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 6.0000%  | 0.0000% | $1129575.56        | $1075071.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $1242066.74        | $1192846.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 4.5000%  | 0.0000% | $1216341.35        | $1091621.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.5000%  | 0.0000% | $146888.89         | $138516.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.5000%  | 0.0000% | $2757689.06        | $2398367.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 5.5000%  | 0.0000% | $2666637.05        | $2364468.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.0000%  | 0.0000% | $1343938.59        | $1287627.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 6.5000%  | 0.0000% | $778445.01         | $653006.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.5000%  | 0.0000% | $809244.67         | $847004.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $951954.57         | $922160.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $5524737.15        | $5772087.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.5000%  | 0.0000% | $790172.62         | $737669.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $5837434.22        | $5904596.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.5000%  | 0.0000% | $958041.65         | $1007916.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $910291.01         | $932188.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $3359620.63        | $3402351.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 4.5000%  | 0.0000% | $1036237.21        | $901897.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-05-01      | 6.0000%  | 0.0000% | $1419991.78        | $1454391.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.5000%  | 0.0000% | $1389164.21        | $1451171.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $1036094.73        | $1050996.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $1073869.41        | $1100156.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $3453600.88        | $3488061.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $7118724.70        | $7224694.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $599970.60         | $608831.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $2986093.94        | $3033258.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $1912744.51        | $1942889.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $1137613.32        | $1160107.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $1621501.30        | $1654253.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 7.0000%  | 0.0000% | $859956.59         | $910512.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $1149701.54        | $1190036.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.5000%  | 0.0000% | $1275899.66        | $1303929.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.5000%  | 0.0000% | $1913672.85        | $1947073.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 5.5000%  | 0.0000% | $6943896.81        | $7027777.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $18747129.97       | $19275867.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $5560936.45        | $5744401.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 3.5000%  | 0.0000% | $6052746.15        | $5321965.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 5.0000%  | 0.0000% | $51174499.55       | $49259275.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 4.5000%  | 0.0000% | $3570868.89        | $3296804.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 5.5000%  | 0.0000% | $27382880.51       | $26995873.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $44634445.10       | $44708280.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-03-01      | 3.5000%  | 0.0000% | $5578544.02        | $5083849.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $44537378.72       | $45081258.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 5.5000%  | 0.0000% | $1365049.46        | $1181560.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-12-01      | 6.5000%  | 0.0000% | $914290.06         | $656490.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 7.5000%  | 0.0000% | $6016629.85        | $4590616.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 5.5000%  | 0.0000% | $3305000.00        | $3041095.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 5.0000%  | 0.0000% | $3340995.86        | $3135221.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.5000%  | 0.0000% | $78576.01          | $72053.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 6.0000%  | 0.0000% | $2836798.28        | $2597237.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $7300623.08        | $7521844.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-12-01      | 7.0000%  | 0.0000% | $20882.46          | $640.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-08-01      | 6.0000%  | 0.0000% | $3653358.02        | $69907.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-04-01      | 7.0000%  | 0.0000% | $596631.82         | $1855.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-07-01      | 4.5000%  | 0.0000% | $20239834.69       | $595825.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-11-01      | 4.5000%  | 0.0000% | $18361.11          | $643.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-11-01      | 6.0000%  | 0.0000% | $5925268.63        | $12457.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-04-01      | 4.5000%  | 0.0000% | $346915.57         | $44120.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-10-01      | 4.5000%  | 0.0000% | $8866706.88        | $59968.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-03-01      | 5.5000%  | 0.0000% | $108779.30         | $639.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-09-01      | 6.5000%  | 0.0000% | $587555.56         | $18138.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-03-01      | 3.5000%  | 0.0000% | $94637.57          | $10047.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-01-01      | 6.0000%  | 0.0000% | $910621.51         | $186133.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-10-01      | 3.5000%  | 0.0000% | $165250.00         | $121391.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.5000%  | 0.0000% | $6708585.95        | $4559341.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 2.5000%  | 0.0000% | $24373010.40       | $17320274.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-01-01      | 4.5000%  | 0.0000% | $6517990.27        | $906297.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-07-01      | 5.0000%  | 0.0000% | $47738.89          | $20212.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-05-01      | 4.5000%  | 0.0000% | $1037035.56        | $663798.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 2.5000%  | 0.0000% | $954777.78         | $615682.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-01      | 3.5000%  | 0.0000% | $41661281.79       | $29459048.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.5000%  | 0.0000% | $20444766.72       | $15718025.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 3.5000%  | 0.0000% | $41740.68          | $33254.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.5000%  | 0.0000% | $532472.22         | $462515.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.0000%  | 0.0000% | $367222.22         | $321308.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 3.0000%  | 0.0000% | $204379.73         | $158143.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-02-01      | 5.5000%  | 0.0000% | $826250.00         | $705237.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-01-01      | 4.0000%  | 0.0000% | $6760946.69        | $5777051.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 5.5000%  | 0.0000% | $834553.63         | $767178.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 5.5000%  | 0.0000% | $45690243.51       | $41139861.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-08-01      | 3.5000%  | 0.0000% | $8627489.51        | $7471264.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-04-01      | 3.5000%  | 0.0000% | $27499012.34       | $23659456.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 4.0000%  | 0.0000% | $20831468.61       | $18622956.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 2.5000%  | 0.0000% | $657327.78         | $367759.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-03-01      | 2.0000%  | 0.0000% | $561850.00         | $283873.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 2.5000%  | 0.0000% | $2247400.00        | $1368665.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 3.0000%  | 0.0000% | $661000.00         | $453493.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 2.5000%  | 0.0000% | $90317.57          | $64909.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.0000%  | 0.0000% | $398303.18         | $260658.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 3.5000%  | 0.0000% | $41189.85          | $35152.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.5000%  | 0.0000% | $2738912.99        | $2199838.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.5000%  | 0.0000% | $697722.22         | $504951.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.5000%  | 0.0000% | $20477320.24       | $15931252.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 3.0000%  | 0.0000% | $857522.64         | $648471.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 4.5000%  | 0.0000% | $94409.90          | $75498.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 5.0000%  | 0.0000% | $73444.44          | $55268.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 5.0000%  | 0.0000% | $56408.27          | $52788.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 5.0000%  | 0.0000% | $4602763.33        | $3681664.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 4.0000%  | 0.0000% | $392838.18         | $353856.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 6.0000%  | 0.0000% | $1551183.39        | $1357732.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 5.5000%  | 0.0000% | $104926.41         | $96727.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 7.0000%  | 0.0000% | $851254.90         | $894742.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.5000%  | 0.0000% | $1939227.11        | $1703514.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.0000%  | 0.0000% | $2416516.85        | $2213881.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 4.5000%  | 0.0000% | $42734.38          | $39574.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.0000%  | 0.0000% | $1335377.91        | $1363936.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.0000%  | 0.0000% | $600232.80         | $533278.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 5.0000%  | 0.0000% | $14941354.90       | $14347199.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 4.5000%  | 0.0000% | $289254.33         | $238385.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 7.0000%  | 0.0000% | $740985.41         | $697644.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-04-01      | 2.5000%  | 0.0000% | $293777.78         | $192092.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-09-01      | 2.5000%  | 0.0000% | $1983000.00        | $371714.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-01      | 3.5000%  | 0.0000% | $96212.22          | $19445.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-07-01      | 3.5000%  | 0.0000% | $48473.33          | $11854.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-06-01      | 1.5000%  | 0.0000% | $146888.89         | $86726.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 3.5000%  | 0.0000% | $13954.44          | $8304.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.0000%  | 0.0000% | $34764927.78       | $24785017.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.0000%  | 0.0000% | $7340037.78        | $5294819.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.5000%  | 0.0000% | $4073898.70        | $3206586.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 2.5000%  | 0.0000% | $6698471.18        | $4807525.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 4.5000%  | 0.0000% | $44096.04          | $36607.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 4.5000%  | 0.0000% | $739056.76         | $653394.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 7.0000%  | 0.0000% | $195362.22         | $118903.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 4.5000%  | 0.0000% | $18590.99          | $17306.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 6.0000%  | 0.0000% | $35359705.86       | $30114049.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-03-01      | 3.0000%  | 0.0000% | $13220.00          | $3388.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-01      | 2.0000%  | 0.0000% | $1324053.51        | $736817.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-01      | 1.5000%  | 0.0000% | $101856.43         | $55794.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 4.0000%  | 0.0000% | $419367.78         | $1167.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-06-01      | 5.0000%  | 0.0000% | $21238756.25       | $463.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-05-01      | 3.0000%  | 0.0000% | $3517988.89        | $357616.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-12-01      | 3.0000%  | 0.0000% | $2294404.44        | $322022.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-01      | 5.0000%  | 0.0000% | $707321.41         | $89573.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-01-01      | 4.5000%  | 0.0000% | $205644.44         | $43090.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-06-01      | 3.5000%  | 0.0000% | $210725.33         | $31621.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-03-01      | 2.5000%  | 0.0000% | $264400.00         | $136034.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-01      | 2.5000%  | 0.0000% | $1795041.71        | $1254440.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-11-01      | 1.5000%  | 0.0000% | $124855.56         | $54800.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-11-01      | 2.0000%  | 0.0000% | $1375079.77        | $792914.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-04-01      | 1.5000%  | 0.0000% | $23647722.28       | $15230967.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-07-01      | 5.0000%  | 0.0000% | $22767.78          | $14576.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-02-01      | 2.0000%  | 0.0000% | $860718.21         | $470689.60         | Agency Mortgage-Backed Securities |

### Security 81: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.33_0902
- **C.18 - Value (incl. sponsor support):** $859000000.00
- **C.18.a - Value (excl. sponsor support):** $859000000.00
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2032-05-15      | 2.8750%  | 0.0000% | $19447800.00       | $18418218.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $55323800.00       | $60212516.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $41123600.00       | $42964910.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $235241000.00      | $236057434.47      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $900.00            | $916.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 4.2500%  | 0.0000% | $700.00            | $709.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $166078500.00      | $170423913.22      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 0.0000%  | 0.0000% | $500.00            | $201.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 0.0000%  | 0.0000% | $34263900.00       | $11903827.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-08-15      | 4.5000%  | 0.0000% | $14211000.00       | $14112787.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $98.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 3.3750%  | 0.0000% | $7800.00           | $6420.45           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-08-15      | 3.1250%  | 0.0000% | $19939200.00       | $15576998.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 2.5000%  | 0.0000% | $14300.00          | $9960.97           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-05-15      | 3.0000%  | 0.0000% | $605000.00         | $452454.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $151.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 3.8750%  | 0.0000% | $268713600.00      | $238832966.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 3.8750%  | 0.0000% | $50232900.00       | $45036391.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 3.8750%  | 0.0000% | $200.00            | $179.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $98.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-02-15      | 4.6250%  | 0.0000% | $400.00            | $381.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $14593100.00       | $19349216.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 0.5000%  | 0.0000% | $2734000.00        | $2562589.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $1000.00           | $942.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 1.2500%  | 0.0000% | $695900.00         | $676695.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 1.5000%  | 0.0000% | $400.00            | $375.85            | U.S. Treasuries (including strips) |

### Security 82: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.34_0902
- **C.18 - Value (incl. sponsor support):** $2097900000.00
- **C.18.a - Value (excl. sponsor support):** $2097900000.00
- **C.19 - Percentage of Net Assets:** 5.6500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.5000%  | 0.0000% | $7539616.00        | $7549727.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $6832762.00        | $6697205.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $35333.00          | $35661.88          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $20901.00          | $21324.90          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2046-06-20      | 3.5000%  | 0.0000% | $246000.00         | $27071.47          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2046-07-20      | 3.0000%  | 0.0000% | $32476563.00       | $3897732.61        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-01-20      | 3.5000%  | 0.0000% | $44707548.00       | $16827525.10       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2049-12-20      | 3.5000%  | 0.0000% | $999000.00         | $107189.46         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-04-20      | 3.0000%  | 0.0000% | $214094852.00      | $144485702.38      | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-05-20      | 4.0000%  | 0.0000% | $20422120.00       | $14947557.58       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-06-20      | 4.0000%  | 0.0000% | $5634064.00        | $4127547.63        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-03-20      | 2.0000%  | 0.0000% | $911258.00         | $469196.09         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-07-20      | 3.5000%  | 0.0000% | $41633216.00       | $21971902.57       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-07-20      | 4.0000%  | 0.0000% | $84685696.00       | $39998506.41       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-10-20      | 2.5000%  | 0.0000% | $33366528.00       | $20362892.24       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-11-20      | 3.0000%  | 0.0000% | $3814816.00        | $2351502.56        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-06-20      | 4.5000%  | 0.0000% | $34940543.00       | $26308551.17       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-02-20      | 2.5000%  | 0.0000% | $4875296.00        | $3104837.60        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-09-20      | 5.0000%  | 0.0000% | $134000.00         | $97732.99          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-12-20      | 5.0000%  | 0.0000% | $9217761.00        | $7242927.37        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-01-20      | 5.5000%  | 0.0000% | $6661640.00        | $4791093.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $4345.00           | $83.27             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 7.5000%  | 0.0000% | $1495.00           | $33.54             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-03-01      | 5.5000%  | 0.0000% | $1979.00           | $25.78             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $4281.00           | $42.83             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $40492432.00       | $9133961.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-02-01      | 3.5000%  | 0.0000% | $283555.00         | $39087.10          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-06-01      | 1.5000%  | 0.0000% | $155080.00         | $108128.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 2.0000%  | 0.0000% | $43000.00          | $32152.95          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $66180.00          | $59856.11          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $987.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $640000.00         | $551961.20         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 3.0000%  | 0.0000% | $1113.00           | $165.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-10-01      | 2.0000%  | 0.0000% | $250000.00         | $127640.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 3.0000%  | 0.0000% | $8998.00           | $6680.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 3.5000%  | 0.0000% | $105000.00         | $80413.06          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $75053.00          | $60084.14          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $27288578.00       | $23445672.45       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $100000.00         | $85268.42          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $8978.00           | $7972.06           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $30000.00          | $28054.83          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.0000%  | 0.0000% | $7105792.00        | $3999920.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.0000%  | 0.0000% | $4212373.00        | $2947310.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $61496321.00       | $38086289.05       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.5000%  | 0.0000% | $12029848.00       | $9197991.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $144938.00         | $123884.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $996525.00         | $996665.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $100616.00         | $101487.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $16495.00          | $16332.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 4.0000%  | 0.0000% | $1957928.00        | $349437.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $118000.00         | $27460.25          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $509480.00         | $125261.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $642750.00         | $153519.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $198438.00         | $59035.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $167105.00         | $37726.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $281990.00         | $66627.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $104441.00         | $31832.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $114885.00         | $27138.73          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-08-20      | 6.0000%  | 0.0000% | $3954072.00        | $2507144.37        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-04-20      | 4.5000%  | 0.0000% | $8581700.00        | $7403097.39        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-10-20      | 6.0000%  | 0.0000% | $966000.00         | $502678.10         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-02-20      | 6.0000%  | 0.0000% | $1138898.00        | $561911.79         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2063-07-15      | 2.9900%  | 0.0000% | $410002.00         | $351842.97         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2057-11-15      | 4.5000%  | 0.0000% | $7461720.00        | $7153054.96        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-06-15      | 5.2400%  | 0.0000% | $3167300.00        | $3194550.57        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2063-03-15      | 5.2000%  | 0.0000% | $799052.00         | $809088.25         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2063-03-15      | 5.2000%  | 0.0000% | $521000.00         | $527543.89         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-01-15      | 5.5000%  | 0.0000% | $2077600.00        | $2122707.46        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-03-15      | 4.7400%  | 0.0000% | $7673992.00        | $7492936.21        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-02-15      | 5.2500%  | 0.0000% | $7000.00           | $7039.18           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2065-07-15      | 4.7400%  | 0.0000% | $7836208.00        | $7598458.80        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-04-15      | 5.1700%  | 0.0000% | $5784220.00        | $5875328.12        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2057-10-15      | 4.1900%  | 0.0000% | $7014860.00        | $6583308.88        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2062-06-15      | 2.7000%  | 0.0000% | $70057.00          | $59830.67          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2063-07-15      | 2.7400%  | 0.0000% | $1004050.00        | $854385.30         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2063-05-15      | 2.8000%  | 0.0000% | $498000.00         | $426694.57         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-04-15      | 4.3500%  | 0.0000% | $4887200.00        | $4649472.22        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-02-15      | 5.0400%  | 0.0000% | $9000.00           | $8932.18           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2063-12-15      | 2.8700%  | 0.0000% | $7028.00           | $6146.21           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-05-15      | 4.7600%  | 0.0000% | $2377048.00        | $2326801.90        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2048-03-20      | 3.0000%  | 0.0000% | $51000.00          | $38040.05          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-04-15      | 2.4000%  | 0.0000% | $15045.00          | $12443.05          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-01-15      | 5.3800%  | 0.0000% | $6000.00           | $6037.35           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-05-15      | 5.2100%  | 0.0000% | $511163.00         | $514075.97         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2057-04-15      | 3.9300%  | 0.0000% | $2253900.00        | $2081593.53        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-07-15      | 5.3500%  | 0.0000% | $257964.00         | $262211.53         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-03-15      | 5.3000%  | 0.0000% | $286356.00         | $291587.07         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-09-15      | 6.1000%  | 0.0000% | $1068251.00        | $1137485.33        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-04-15      | 5.0000%  | 0.0000% | $319720.00         | $316565.43         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-01-15      | 5.5300%  | 0.0000% | $514601.00         | $532481.96         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-04-15      | 5.0800%  | 0.0000% | $12291000.00       | $12246940.21       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2057-12-15      | 6.2500%  | 0.0000% | $5747480.00        | $5748892.00        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-05-15      | 5.4400%  | 0.0000% | $10642960.00       | $10867691.30       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-04-15      | 4.6700%  | 0.0000% | $3283730.00        | $3192997.07        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2066-03-15      | 5.4000%  | 0.0000% | $3133168.00        | $3190777.56        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-05-15      | 4.7600%  | 0.0000% | $11000.00          | $10767.48          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-01-15      | 5.1300%  | 0.0000% | $780893.00         | $785451.38         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-10-15      | 5.8400%  | 0.0000% | $284929.00         | $298850.35         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-10-15      | 5.6200%  | 0.0000% | $174750.00         | $180881.26         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-03-15      | 5.9600%  | 0.0000% | $282701.00         | $300976.44         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-12-15      | 6.9800%  | 0.0000% | $819946.00         | $871918.65         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-12-15      | 6.9100%  | 0.0000% | $1624532.00        | $1810701.51        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-05-15      | 6.2700%  | 0.0000% | $1238647.00        | $1339462.44        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-06-15      | 5.9600%  | 0.0000% | $218342.00         | $232222.28         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-10-15      | 4.6700%  | 0.0000% | $230308.00         | $225444.31         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-03-15      | 5.7200%  | 0.0000% | $1322000.00        | $1392654.96        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-03-15      | 5.7200%  | 0.0000% | $786992.00         | $829053.18         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-05-15      | 5.9500%  | 0.0000% | $9994000.00        | $10583708.84       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-09-15      | 5.2000%  | 0.0000% | $2889948.00        | $2931057.27        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-05-15      | 5.5300%  | 0.0000% | $9997497.00        | $10403616.05       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-04-15      | 5.7900%  | 0.0000% | $5235890.00        | $5535230.45        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-12-15      | 5.4600%  | 0.0000% | $4555696.00        | $4713158.22        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-03-15      | 5.7500%  | 0.0000% | $499000.00         | $526942.66         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-15      | 5.5500%  | 0.0000% | $2810952.00        | $2925332.69        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-07-15      | 5.9800%  | 0.0000% | $7688792.00        | $8255963.61        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-01-15      | 5.6000%  | 0.0000% | $672048.00         | $701251.67         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-01-15      | 5.6000%  | 0.0000% | $984822.00         | $1027617.17        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-04-15      | 5.7000%  | 0.0000% | $2542719.00        | $2683838.83        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2066-07-15      | 5.3500%  | 0.0000% | $337396.00         | $344959.78         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-11-20      | 5.5000%  | 0.0000% | $1366100.00        | $1328977.25        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-12-20      | 6.0000%  | 0.0000% | $5435200.00        | $5564937.90        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-02-20      | 5.5000%  | 0.0000% | $5762818.00        | $5865662.17        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-12-15      | 4.9600%  | 0.0000% | $4111100.00        | $4118941.47        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-01-20      | 5.5000%  | 0.0000% | $3670590.00        | $3697313.10        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-01-20      | 5.0000%  | 0.0000% | $9732357.00        | $9431426.99        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $5008744.00        | $5058100.60        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-06-20      | 7.0000%  | 0.0000% | $1642910.00        | $1752270.13        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2065-08-20      | 6.5000%  | 0.0000% | $3512400.00        | $3617194.40        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-07-20      | 6.0000%  | 0.0000% | $2873004.00        | $2960924.85        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-07-20      | 6.5000%  | 0.0000% | $1459895.00        | $1541139.61        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 5.5000%  | 0.0000% | $8157914.00        | $8322734.69        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 5.5000%  | 0.0000% | $2241028.00        | $2249542.76        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 6.5000%  | 0.0000% | $31073408.00       | $31835839.33       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2040-08-20      | 5.0000%  | 0.0000% | $3021212.00        | $3063928.58        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-07-20      | 6.5000%  | 0.0000% | $100067138.00      | $103584053.20      | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-03-20      | 5.5000%  | 0.0000% | $4507955.00        | $4591537.44        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $5083620.00        | $5141876.95        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-03-20      | 5.5000%  | 0.0000% | $2504154.00        | $2531760.84        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $3434320.00        | $3469642.76        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 6.0000%  | 0.0000% | $19909482.00       | $20464800.87       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-03-20      | 5.5000%  | 0.0000% | $3771589.00        | $3807509.03        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-03-20      | 5.5000%  | 0.0000% | $3543361.00        | $3418511.53        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $4415690.00        | $4504211.76        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 5.5000%  | 0.0000% | $15305197.00       | $15629802.56       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-03-20      | 5.5000%  | 0.0000% | $2339340.00        | $2398178.37        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 6.5000%  | 0.0000% | $6141160.00        | $6382235.75        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2042-01-15      | 3.5000%  | 0.0000% | $545300.00         | $35330.32          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2041-10-15      | 4.0000%  | 0.0000% | $70757000.00       | $3108364.17        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2027-07-15      | 3.5000%  | 0.0000% | $3434408.00        | $38832.69          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2038-11-20      | 7.0000%  | 0.0000% | $45900.00          | $6422.77           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-08-20      | 3.5000%  | 0.0000% | $33988864.00       | $23815570.40       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2049-02-20      | 4.0000%  | 0.0000% | $36798848.00       | $22525573.89       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2032-11-15      | 7.0000%  | 0.0000% | $1649110.00        | $40931.97          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2046-06-15      | 3.0000%  | 0.0000% | $146000.00         | $55001.72          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2037-05-15      | 5.5000%  | 0.0000% | $919790.00         | $62374.49          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2044-07-15      | 5.4250%  | 0.0000% | $342665.00         | $263376.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $106688.00         | $101755.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $9352833.00        | $7700277.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 3.5000%  | 0.0000% | $2636.00           | $379.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $70640105.00       | $15222225.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-04-01      | 4.0000%  | 0.0000% | $960095.00         | $201121.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $488324.00         | $123496.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $227997.00         | $63443.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-07-01      | 3.0000%  | 0.0000% | $90000.00          | $27387.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 5.5000%  | 0.0000% | $1521000.00        | $143278.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $1618862.00        | $445755.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-11-01      | 3.5000%  | 0.0000% | $1327001.00        | $288883.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $196000.00         | $54496.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 3.5000%  | 0.0000% | $2330000.00        | $215531.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $45000.00          | $17750.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $163707.00         | $97875.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $389000.00         | $68473.32          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.5000%  | 0.0000% | $900000.00         | $465467.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 4.0000%  | 0.0000% | $2127859.00        | $136691.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $2057583.00        | $247937.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-10-01      | 1.5000%  | 0.0000% | $595000.00         | $270388.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $300000.00         | $165191.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $400000.00         | $229208.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $200000.00         | $117704.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $500000.00         | $255451.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $200000.00         | $101936.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $285063.00         | $170913.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $56806.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $254000.00         | $162840.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $300000.00         | $198369.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $100000.00         | $62958.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $16424.00          | $14714.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $100000.00         | $57322.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 3.5000%  | 0.0000% | $48086.00          | $28465.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $57860.04          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $61000.00          | $37921.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $51555.00          | $41614.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $340214.00         | $253985.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $231129.00         | $170968.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $300000.00         | $216140.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $129864.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $100000.00         | $82313.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $150000.00         | $110690.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $94000.00          | $69816.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $86683.00          | $79390.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $274993.00         | $243795.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $70000.00          | $46338.60          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $800000.00         | $430841.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $3132230.00        | $1643788.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $18199.00          | $10733.62          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $488743.00         | $323012.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 3.5000%  | 0.0000% | $100000.00         | $54257.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $400000.00         | $215433.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $157613.00         | $94819.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-08-01      | 3.5000%  | 0.0000% | $254269.00         | $139209.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $500000.00         | $301723.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $445782.00         | $243789.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $195000.00         | $132202.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $169680.00         | $111986.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $75000.00          | $55864.77          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.5000%  | 0.0000% | $1285.00           | $1020.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $37212900.00       | $31741591.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $8268200.00        | $7934436.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $18464960.00       | $16854571.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $268974.00         | $260918.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $1035.00           | $801.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 3.0000%  | 0.0000% | $59400600.00       | $11264317.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-10-01      | 3.0000%  | 0.0000% | $72108987.00       | $18389101.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $12259867.00       | $5577514.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $898563.00         | $435450.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $369990.00         | $267483.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $100000.00         | $65527.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-05-01      | 1.5000%  | 0.0000% | $376022.00         | $238564.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1929615.00        | $308718.67         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 3.5000%  | 0.0000% | $3513.00           | $961.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $93549344.00       | $14114678.64       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.0000%  | 0.0000% | $42846066.00       | $6295698.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $82222.00          | $71474.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 2.5000%  | 0.0000% | $179000.00         | $124561.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $7000.00           | $5043.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $764.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $351000.00         | $259815.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 4.0000%  | 0.0000% | $100000.00         | $76284.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $300000.00         | $258203.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.0000%  | 0.0000% | $100000.00         | $74087.16          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $47000.00          | $34494.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $963099.00         | $805509.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $8000.00           | $6265.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $100000.00         | $82349.09          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 3.5000%  | 0.0000% | $110622.00         | $85036.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $77000.00          | $58056.31          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $11000.00          | $7948.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $11000.00          | $9139.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $20034696.00       | $15894711.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 7.0000%  | 0.0000% | $1527944.00        | $1306401.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $805624.00         | $633400.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $725307.00         | $691967.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $166887.00         | $168225.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $7375258.00        | $7326374.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $64062848.00       | $63881670.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-03-01      | 5.5000%  | 0.0000% | $857509.00         | $27607.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-07-01      | 3.0000%  | 0.0000% | $2497752.00        | $352523.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $65558712.00       | $5172274.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $34993174.00       | $6586300.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $1520000.00        | $196946.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $9365000.00        | $780555.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 2.5000%  | 0.0000% | $527000.00         | $116180.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 3.5000%  | 0.0000% | $6523348.00        | $820521.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $970.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $365000.00         | $244986.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $27771800.00       | $18336250.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $246000.00         | $166860.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $296960.00         | $212325.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $18000.00          | $12931.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $45000.00          | $33825.59          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $15000.00          | $12451.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $527000.00         | $411979.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $290000.00         | $246138.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $4638229.00        | $4560160.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 4.5000%  | 0.0000% | $130979.00         | $125013.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $19164.00          | $19435.29          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $4725708.00        | $4580010.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $196154.00         | $202644.69         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $407000.00         | $386028.76         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $92370486.00       | $90399157.97       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $54675867.00       | $53106462.93       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $30286336.00       | $30289447.44       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $8863293.00        | $8858727.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 4.5000%  | 0.0000% | $514991.00         | $499225.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $3845295.00        | $3585096.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.5000%  | 0.0000% | $26841200.00       | $23478728.84       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $5558719.00        | $5084822.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.0000%  | 0.0000% | $2730120.00        | $2668592.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $5950736.00        | $5224905.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.0000%  | 0.0000% | $4232832.00        | $3508528.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $21392768.00       | $16619269.70       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $10703.00          | $10146.01          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $1069430.00        | $1068136.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $69525120.00       | $65109293.57       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $62580640.00       | $52655431.31       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $69023411.00       | $62832705.09       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $49174186.00       | $41993895.65       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $70200918.00       | $66731480.89       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $11194944.00       | $9933615.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1001.00           | $947.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $9823.00           | $9218.03           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2025-10-02      | 0.0000%  | 0.0000% | $1700.00           | $1694.04           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-10-23      | 0.0000%  | 0.0000% | $200.00            | $198.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-11-13      | 0.0000%  | 0.0000% | $5869200.00        | $5821412.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-10-28      | 0.0000%  | 0.0000% | $100.00            | $99.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2039-11-15      | 4.3750%  | 0.0000% | $1000.00           | $988.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2042-02-15      | 0.7500%  | 0.0000% | $96198700.00       | $106748336.71      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2046-02-15      | 2.5000%  | 0.0000% | $1500.00           | $1028.25           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $75.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2048-11-15      | 3.3750%  | 0.0000% | $14861000.00       | $11736139.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2049-02-15      | 3.0000%  | 0.0000% | $40843200.00       | $29688076.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2052-05-15      | 2.8750%  | 0.0000% | $11290800.00       | $7875313.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2052-08-15      | 3.0000%  | 0.0000% | $400.00            | $283.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2043-08-15      | 4.3750%  | 0.0000% | $300.00            | $283.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2044-08-15      | 4.1250%  | 0.0000% | $600.00            | $545.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2045-05-15      | 5.0000%  | 0.0000% | $7080000.00        | $7292210.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $97.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-15      | 0.8750%  | 0.0000% | $972800.00         | $1239943.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-15      | 0.3750%  | 0.0000% | $8573900.00        | $11368266.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-08-15      | 0.6250%  | 0.0000% | $68355000.00       | $58884330.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 1.2500%  | 0.0000% | $23394000.00       | $22171151.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $102.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-10-31      | 4.3134%  | 0.0000% | $100.00            | $100.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-15      | 4.6250%  | 0.0000% | $1034200.00        | $1057663.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-30      | 4.1250%  | 0.0000% | $286000.00         | $293017.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-12-31      | 4.5000%  | 0.0000% | $230000.00         | $239740.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $101.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-31      | 4.1250%  | 0.0000% | $28695500.00       | $28933003.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 4.1250%  | 0.0000% | $34800800.00       | $35711356.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-03-31      | 4.0000%  | 0.0000% | $2897300.00        | $2983740.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-15      | 3.8750%  | 0.0000% | $89546000.00       | $90943327.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-15      | 0.0000%  | 0.0000% | $37.02             | $35.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2039-08-15      | 0.0000%  | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Government Cash Management Portfolio

**Date:** 2025-09-08

**By:** /s/Diane Kenneally

**Name of Signing Officer:** Diane Kenneally

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