# EDGAR Filing Document

**Accession Number:** 0000858372
**File Stem:** 0001145549-25-050827
**Filing Date:** 2025-8
**Character Count:** 173802
**Document Hash:** 8d4bcac4401d4f6cc94faf6a33c89c3a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050827.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050827

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CASH ACCOUNT TRUST
- **CENTRAL INDEX KEY:** 0000858372

**ORGANIZATION NAME:**
- **EIN:** 371259201
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05970
- **FILM NUMBER:** 251193121

**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

## Series and Classes Contracts Data

### DWS Government & Agency Securities Portfolio (Series ID: S000006301)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000017334 | Service Shares                           | CAGXX           |
| C000035155 | DWS Government & Agency Money Fund       | DTGXX           |
| C000035156 | DWS Government Cash Institutional Shares | DBBXX           |
| C000035157 | Government Cash Managed Shares           | DCMXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000858372

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

**Registrant Full Name:** Cash Account Trust

**CIK Number of Registrant:** 0000858372

**LEI of Registrant:** 549300QEUWP98CUERP81

**Name of Series:** DWS Government & Agency Securities Portfolio

**LEI of Series:** 549300OC2RCD3PND7366

**EDGAR Series Identifier:** S000006301

**Total number of share classes in the series:** 4

**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

- **Securities Act File Number:** 033-32476

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

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

- **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:** 21 days

- **WAL:** 62 days

- **Total Value of Portfolio Securities:** $5426096466.48

- **Amortized Cost of Portfolio Securities:** $5426194558.54

- **Cash:** $94772.14

- **Total Other Assets:** $18224460.64

- **Total Liabilities:** $27854122.42

- **Net Assets of Series:** $5416659668.90

- **Number of Shares Outstanding (Series):** 5416687667.0960

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $5090372710.05            | $5090372710.05             | 89.8400%                  | 89.8400%                   |
| 2025-07-02 | $4845070405.34            | $4845070405.34             | 89.0100%                  | 89.0100%                   |
| 2025-07-03 | $4625985586.62            | $4625985586.62             | 88.3700%                  | 88.3700%                   |
| 2025-07-07 | $4779532482.26            | $4779532482.26             | 88.7600%                  | 88.7600%                   |
| 2025-07-08 | $4352190395.63            | $4352190395.63             | 87.7600%                  | 87.7600%                   |
| 2025-07-09 | $4745123892.92            | $4745123892.92             | 88.3800%                  | 88.3800%                   |
| 2025-07-10 | $4640882909.04            | $4640882909.04             | 88.4700%                  | 88.4700%                   |
| 2025-07-11 | $4660448733.41            | $4660448733.41             | 88.5100%                  | 88.5100%                   |
| 2025-07-14 | $4426297474.51            | $4426297474.51             | 87.9400%                  | 87.9400%                   |
| 2025-07-15 | $4720606546.06            | $4720606546.06             | 88.6400%                  | 88.6400%                   |
| 2025-07-16 | $4577310458.10            | $4577310458.10             | 88.2900%                  | 88.2900%                   |
| 2025-07-17 | $4620205211.35            | $4620205211.35             | 88.4300%                  | 88.4300%                   |
| 2025-07-18 | $4608182651.81            | $4614182736.59             | 88.3200%                  | 88.4400%                   |
| 2025-07-21 | $4276691691.04            | $4282691754.46             | 87.5700%                  | 87.6900%                   |
| 2025-07-22 | $4240670760.56            | $4246670802.80             | 87.1700%                  | 87.2900%                   |
| 2025-07-23 | $4304901504.46            | $4310901525.52             | 87.5600%                  | 87.6800%                   |
| 2025-07-24 | $4401671694.81            | $4401671694.81             | 87.9800%                  | 87.9800%                   |
| 2025-07-25 | $4671805986.09            | $4671805986.09             | 87.8200%                  | 87.8200%                   |
| 2025-07-28 | $4742822263.06            | $4742822263.06             | 88.1500%                  | 88.1500%                   |
| 2025-07-29 | $4828376740.70            | $4828376740.70             | 88.3500%                  | 88.3500%                   |
| 2025-07-30 | $4761836577.32            | $4761836577.32             | 88.1100%                  | 88.1100%                   |
| 2025-07-31 | $4802123419.68            | $4802123419.68             | 88.2000%                  | 88.2000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.4200%             |
| 2025-07-02 | 4.4200%             |
| 2025-07-03 | 4.4200%             |
| 2025-07-07 | 4.3900%             |
| 2025-07-08 | 4.3800%             |
| 2025-07-09 | 4.3800%             |
| 2025-07-10 | 4.3700%             |
| 2025-07-11 | 4.3700%             |
| 2025-07-14 | 4.3800%             |
| 2025-07-15 | 4.3800%             |
| 2025-07-16 | 4.3800%             |
| 2025-07-17 | 4.3800%             |
| 2025-07-18 | 4.3800%             |
| 2025-07-21 | 4.3700%             |
| 2025-07-22 | 4.3600%             |
| 2025-07-23 | 4.3500%             |
| 2025-07-24 | 4.3500%             |
| 2025-07-25 | 4.3600%             |
| 2025-07-28 | 4.3800%             |
| 2025-07-29 | 4.3800%             |
| 2025-07-30 | 4.3900%             |
| 2025-07-31 | 4.4000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 1.0000                      |
|  |  |
| 2025-07-02 | 1.0000                      |
|  |  |
| 2025-07-03 | 1.0000                      |
|  |  |
| 2025-07-07 | 1.0000                      |
|  |  |
| 2025-07-08 | 1.0000                      |
|  |  |
| 2025-07-09 | 1.0000                      |
|  |  |
| 2025-07-10 | 1.0000                      |
|  |  |
| 2025-07-11 | 1.0000                      |
|  |  |
| 2025-07-14 | 1.0000                      |
|  |  |
| 2025-07-15 | 1.0000                      |
|  |  |
| 2025-07-16 | 1.0000                      |
|  |  |
| 2025-07-17 | 1.0000                      |
|  |  |
| 2025-07-18 | 1.0000                      |
|  |  |
| 2025-07-21 | 1.0000                      |
|  |  |
| 2025-07-22 | 1.0000                      |
|  |  |
| 2025-07-23 | 1.0000                      |
|  |  |
| 2025-07-24 | 1.0000                      |
|  |  |
| 2025-07-25 | 1.0000                      |
|  |  |
| 2025-07-28 | 1.0000                      |
|  |  |
| 2025-07-29 | 1.0000                      |
|  |  |
| 2025-07-30 | 1.0000                      |
|  |  |
| 2025-07-31 | 1.0000                      |
|  |  |

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

### Class: Service Shares

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $3202137.65

- **Number of Shares Outstanding:** 3202154.2590

- **Expense Reimbursement/Waiver:** 124.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $8118.89                  | $0.17                   |
| 2025-07-02 | $4006.50                  | $0.56                   |
| 2025-07-03 | $378.00                   | $0.66                   |
| 2025-07-07 | $447.70                   | $0.00                   |
| 2025-07-08 | $500.00                   | $564.22                 |
| 2025-07-09 | $1.08                     | $5000.00                |
| 2025-07-10 | $157750.39                | $1.24                   |
| 2025-07-11 | $0.05                     | $2528.41                |
| 2025-07-14 | $119246.83                | $1.37                   |
| 2025-07-15 | $0.82                     | $400.00                 |
| 2025-07-16 | $0.00                     | $0.32                   |
| 2025-07-17 | $255701.74                | $1.09                   |
| 2025-07-18 | $0.00                     | $100.10                 |
| 2025-07-21 | $0.00                     | $1.07                   |
| 2025-07-22 | $0.00                     | $0.04                   |
| 2025-07-23 | $223250.01                | $1.10                   |
| 2025-07-24 | $780.15                   | $0.00                   |
| 2025-07-25 | $0.95                     | $0.00                   |
| 2025-07-28 | $134.75                   | $0.00                   |
| 2025-07-29 | $0.27                     | $0.00                   |
| 2025-07-30 | $0.00                     | $0.09                   |
| 2025-07-31 | $0.04                     | $0.00                   |

**Total Gross Subscriptions (Month):** $770318.17

**Total Gross Redemptions (Month):** $8600.44

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.4200%           |
| 2025-07-02 | 3.4200%           |
| 2025-07-03 | 3.4200%           |
| 2025-07-07 | 3.3900%           |
| 2025-07-08 | 3.3800%           |
| 2025-07-09 | 3.3800%           |
| 2025-07-10 | 3.3700%           |
| 2025-07-11 | 3.3700%           |
| 2025-07-14 | 3.3800%           |
| 2025-07-15 | 3.3800%           |
| 2025-07-16 | 3.3800%           |
| 2025-07-17 | 3.3800%           |
| 2025-07-18 | 3.3800%           |
| 2025-07-21 | 3.3700%           |
| 2025-07-22 | 3.3600%           |
| 2025-07-23 | 3.3600%           |
| 2025-07-24 | 3.3500%           |
| 2025-07-25 | 3.3600%           |
| 2025-07-28 | 3.3800%           |
| 2025-07-29 | 3.3900%           |
| 2025-07-30 | 3.3900%           |
| 2025-07-31 | 3.4000%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 99.4800%         | 0.0000%              |

### Class: DWS Government & Agency Money Fund

- **Minimum Initial Investment:** $500.00

- **Net Assets of Class:** $3015777898.74

- **Number of Shares Outstanding:** 3015793508.0080

- **Expense Reimbursement/Waiver:** 78634.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $22427038.47              | $7737920.82             |
| 2025-07-02 | $23968841.97              | $13410974.08            |
| 2025-07-03 | $14087083.65              | $9832150.05             |
| 2025-07-07 | $11395201.18              | $4893633.68             |
| 2025-07-08 | $13969200.43              | $6520595.22             |
| 2025-07-09 | $30440206.01              | $12191734.10            |
| 2025-07-10 | $10665533.68              | $8374442.07             |
| 2025-07-11 | $10278716.08              | $9382726.92             |
| 2025-07-14 | $12990713.07              | $4532467.39             |
| 2025-07-15 | $10555045.11              | $8736106.55             |
| 2025-07-16 | $12937156.90              | $7918392.78             |
| 2025-07-17 | $10259576.81              | $4805845.78             |
| 2025-07-18 | $13727191.08              | $13152440.58            |
| 2025-07-21 | $12391664.90              | $7140373.78             |
| 2025-07-22 | $29355813.85              | $11466556.66            |
| 2025-07-23 | $16696358.54              | $7288803.78             |
| 2025-07-24 | $12324032.56              | $11587211.58            |
| 2025-07-25 | $21066320.47              | $8412435.87             |
| 2025-07-28 | $11462298.37              | $8253191.57             |
| 2025-07-29 | $10909523.75              | $8535511.02             |
| 2025-07-30 | $17423540.30              | $11519573.35            |
| 2025-07-31 | $12611767.06              | $8972507.60             |

**Total Gross Subscriptions (Month):** $341942824.24

**Total Gross Redemptions (Month):** $194665595.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2500%           |
| 2025-07-02 | 4.2500%           |
| 2025-07-03 | 4.2400%           |
| 2025-07-07 | 4.2200%           |
| 2025-07-08 | 4.2100%           |
| 2025-07-09 | 4.2000%           |
| 2025-07-10 | 4.2000%           |
| 2025-07-11 | 4.2000%           |
| 2025-07-14 | 4.2000%           |
| 2025-07-15 | 4.2100%           |
| 2025-07-16 | 4.2100%           |
| 2025-07-17 | 4.2100%           |
| 2025-07-18 | 4.2100%           |
| 2025-07-21 | 4.2000%           |
| 2025-07-22 | 4.1900%           |
| 2025-07-23 | 4.1900%           |
| 2025-07-24 | 4.1800%           |
| 2025-07-25 | 4.1900%           |
| 2025-07-28 | 4.2000%           |
| 2025-07-29 | 4.2100%           |
| 2025-07-30 | 4.2200%           |
| 2025-07-31 | 4.2300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 94.5400%         | 0.0000%              |

### Class: DWS Government Cash Institutional Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $2385769337.45

- **Number of Shares Outstanding:** 2385781648.1090

- **Expense Reimbursement/Waiver:** 73548.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $398552573.16             | $464702076.87           |
| 2025-07-02 | $486812771.65             | $732964058.40           |
| 2025-07-03 | $334186779.86             | $621851137.90           |
| 2025-07-07 | $568117565.29             | $425754558.93           |
| 2025-07-08 | $306298960.98             | $673528282.33           |
| 2025-07-09 | $725906885.02             | $316902898.13           |
| 2025-07-10 | $375198906.28             | $550245929.91           |
| 2025-07-11 | $364397322.34             | $347760515.58           |
| 2025-07-14 | $272920959.19             | $513999876.68           |
| 2025-07-15 | $586006096.14             | $320242049.71           |
| 2025-07-16 | $317815343.31             | $439987043.75           |
| 2025-07-17 | $359630327.07             | $276753711.17           |
| 2025-07-18 | $285901192.77             | $296033824.15           |
| 2025-07-21 | $279111244.39             | $618604401.37           |
| 2025-07-22 | $270298712.41             | $307573362.55           |
| 2025-07-23 | $323898789.94             | $282407260.31           |
| 2025-07-24 | $358929362.01             | $274185472.31           |
| 2025-07-25 | $558607289.91             | $291864702.85           |
| 2025-07-28 | $338558283.58             | $282125228.85           |
| 2025-07-29 | $343188775.45             | $261379587.20           |
| 2025-07-30 | $274078829.59             | $304460818.57           |
| 2025-07-31 | $329118820.63             | $301748883.96           |

**Total Gross Subscriptions (Month):** $8457535790.97

**Total Gross Redemptions (Month):** $8905075681.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2700%           |
| 2025-07-02 | 4.2700%           |
| 2025-07-03 | 4.2700%           |
| 2025-07-07 | 4.2400%           |
| 2025-07-08 | 4.2300%           |
| 2025-07-09 | 4.2300%           |
| 2025-07-10 | 4.2300%           |
| 2025-07-11 | 4.2200%           |
| 2025-07-14 | 4.2200%           |
| 2025-07-15 | 4.2300%           |
| 2025-07-16 | 4.2300%           |
| 2025-07-17 | 4.2300%           |
| 2025-07-18 | 4.2300%           |
| 2025-07-21 | 4.2200%           |
| 2025-07-22 | 4.2100%           |
| 2025-07-23 | 4.2100%           |
| 2025-07-24 | 4.2000%           |
| 2025-07-25 | 4.2100%           |
| 2025-07-28 | 4.2300%           |
| 2025-07-29 | 4.2400%           |
| 2025-07-30 | 4.2400%           |
| 2025-07-31 | 4.2500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 10.2700%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.8300%          | 0.0000%              |
| Depository institution or other banking institution |  | 17.7000%         | 0.0000%              |
| Non-financial corporation                           |  | 5.2300%          | 0.0000%              |
| Non-financial corporation                           |  | 5.4900%          | 0.0000%              |
| Non-financial corporation                           |  | 17.2100%         | 0.0000%              |
| Non-financial corporation                           |  | 7.5100%          | 0.0000%              |
| Non-financial corporation                           |  | 17.0400%         | 0.0000%              |

### Class: Government Cash Managed Shares

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $11910295.06

- **Number of Shares Outstanding:** 11910356.7200

- **Expense Reimbursement/Waiver:** 389.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $110.03                   | $816218.88              |
| 2025-07-02 | $222319.97                | $3.56                   |
| 2025-07-03 | $91970.79                 | $3.79                   |
| 2025-07-07 | $159440.03                | $0.00                   |
| 2025-07-08 | $71556.27                 | $4.92                   |
| 2025-07-09 | $183905.69                | $0.00                   |
| 2025-07-10 | $0.00                     | $220997.11              |
| 2025-07-11 | $156535.53                | $0.68                   |
| 2025-07-14 | $1.07                     | $264898.89              |
| 2025-07-15 | $20162.95                 | $0.00                   |
| 2025-07-16 | $447952.75                | $22248.58               |
| 2025-07-17 | $236737.91                | $0.15                   |
| 2025-07-18 | $283217.70                | $1.67                   |
| 2025-07-21 | $87649.42                 | $5.11                   |
| 2025-07-22 | $0.08                     | $43712.34               |
| 2025-07-23 | $1603.95                  | $0.00                   |
| 2025-07-24 | $207534.03                | $0.00                   |
| 2025-07-25 | $137.57                   | $593891.92              |
| 2025-07-28 | $8519.84                  | $169674.02              |
| 2025-07-29 | $1.79                     | $152320.46              |
| 2025-07-30 | $51091.92                 | $78.30                  |
| 2025-07-31 | $135.34                   | $130613.31              |

**Total Gross Subscriptions (Month):** $2230584.63

**Total Gross Redemptions (Month):** $2414673.69

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.0500%           |
| 2025-07-02 | 4.0500%           |
| 2025-07-03 | 4.0500%           |
| 2025-07-07 | 4.0200%           |
| 2025-07-08 | 4.0100%           |
| 2025-07-09 | 4.0100%           |
| 2025-07-10 | 4.0100%           |
| 2025-07-11 | 4.0000%           |
| 2025-07-14 | 4.0100%           |
| 2025-07-15 | 4.0100%           |
| 2025-07-16 | 4.0100%           |
| 2025-07-17 | 4.0100%           |
| 2025-07-18 | 4.0100%           |
| 2025-07-21 | 4.0000%           |
| 2025-07-22 | 3.9900%           |
| 2025-07-23 | 3.9900%           |
| 2025-07-24 | 3.9800%           |
| 2025-07-25 | 3.9900%           |
| 2025-07-28 | 4.0100%           |
| 2025-07-29 | 4.0200%           |
| 2025-07-30 | 4.0200%           |
| 2025-07-31 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 43.1000%         | 0.0000%              |
| Retail investor                                     |  | 16.4200%         | 0.0000%              |
| Retail investor                                     |  | 40.4700%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.360000%
- **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_4.36_0801
- **C.18 - Value (incl. sponsor support):** $184000000.00
- **C.18.a - Value (excl. sponsor support):** $184000000.00
- **C.19 - Percentage of Net Assets:** 3.4000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA                                  | 2064-12-15      | 6.0300%  | 0.0000% | $1136886.00        | $1210834.00        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-15      | 5.5500%  | 0.0000% | $4015744.00        | $4134446.17        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $71.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $173.20            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $13411424.00       | $3988969.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $1063.00           | $841.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.5000%  | 0.0000% | $19328032.00       | $2707835.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-08-01      | 4.0000%  | 0.0000% | $6371552.00        | $1670368.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $5210195.00        | $4874593.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $4744000.00        | $3622569.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $27982880.00       | $4951318.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1028562.00        | $798481.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $4323952.00        | $3560940.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2546990.00        | $1786364.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1881430.00        | $1378590.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $299.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $9035872.00        | $5539414.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $44547600.00       | $42902185.92       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $28731103.00       | $23025668.15       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $60055112.00       | $3732918.33        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-05-20      | 6.0000%  | 0.0000% | $39437818.00       | $26077287.95       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-07-20      | 4.5000%  | 0.0000% | $109000.00         | $82007.32          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-07-20      | 2.5000%  | 0.0000% | $39097912.00       | $24617517.63       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-10-20      | 5.5000%  | 0.0000% | $139000.00         | $100350.78         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-10-20      | 4.0000%  | 0.0000% | $35000.00          | $26778.54          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-01-20      | 5.5000%  | 0.0000% | $10368650.00       | $7483373.00        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-12-20      | 6.5000%  | 0.0000% | $35267318.00       | $16007078.28       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-04-20      | 3.5000%  | 0.0000% | $184744.00         | $136183.99         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-07-20      | 6.0000%  | 0.0000% | $653481.00         | $264446.03         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-04-20      | 3.5000%  | 0.0000% | $79000.00          | $57474.76          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-02-20      | 3.0000%  | 0.0000% | $35000.00          | $25225.34          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-06-20      | 5.5000%  | 0.0000% | $125006.00         | $115423.17         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2045-10-20      | 4.0000%  | 0.0000% | $498000.00         | $28783.43          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-05-20      | 4.5000%  | 0.0000% | $1775964.00        | $1649804.25        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2044-02-15      | 4.0000%  | 0.0000% | $1297000.00        | $138619.82         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-04-20      | 7.5000%  | 0.0000% | $1135702.00        | $982761.89         | Agency Mortgage-Backed Securities  |

### Security 2: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.370000%
- **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_4.37_0801
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 4.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.0000%  | 0.0000% | $628562.00         | $395728.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $12842692.00       | $10180884.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $5826266.00        | $5645079.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $21285743.00       | $18578877.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $1656264.00        | $1636142.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 5.3500%  | 0.0000% | $113664.00         | $65610.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 5.2500%  | 0.0000% | $48681.00          | $26820.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 4.0000%  | 0.0000% | $19998988.00       | $2052220.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 4.0000%  | 0.0000% | $770929.00         | $46080.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 3.5000%  | 0.0000% | $8507680.00        | $626156.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 3.0000%  | 0.0000% | $2000000.00        | $195184.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $4388400.00        | $366423.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $61000.00          | $38036.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1695034.00        | $163570.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $3500007.00        | $153828.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 5.0000%  | 0.0000% | $1416928.00        | $144629.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 1.5000%  | 0.0000% | $943276.00         | $432077.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $637513.00         | $354287.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 1.5000%  | 0.0000% | $1500000.00        | $547844.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.0000%  | 0.0000% | $118668.00         | $59912.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $1130008.00        | $523396.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $70000.00          | $40447.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 2.0000%  | 0.0000% | $24999.00          | $14973.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 2.5000%  | 0.0000% | $25000.00          | $17468.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 3.0000%  | 0.0000% | $15000.00          | $9603.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 4.0000%  | 0.0000% | $736687.00         | $513573.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $36000.00          | $27959.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $88000.00          | $58251.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 3.5000%  | 0.0000% | $3457416.00        | $2711809.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $42000.00          | $31764.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $8000.00           | $5743.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $31000.00          | $24935.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $12001.00          | $10104.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $15000.00          | $12762.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $37000.00          | $30742.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 4.0000%  | 0.0000% | $8000.00           | $6652.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 4.5000%  | 0.0000% | $623160.00         | $541821.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $1396208.00        | $1246031.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $106000.00         | $94805.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 4.0000%  | 0.0000% | $75844.00          | $68557.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 5.5000%  | 0.0000% | $115746.00         | $111914.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 5.0000%  | 0.0000% | $1440562.00        | $1415659.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 5.5000%  | 0.0000% | $3844181.00        | $3775245.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 3.5000%  | 0.0000% | $2670153.00        | $2531954.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.5000%  | 0.0000% | $25906497.00       | $1520234.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1277118.00        | $1273867.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $3820316.00        | $3608632.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $1686433.00        | $1567452.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $2908308.00        | $2749064.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $983020.00         | $929981.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1010979.00        | $1040387.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 4.5000%  | 0.0000% | $1727882.00        | $1630313.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $1353469.00        | $1395926.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 5.0000%  | 0.0000% | $1652495.00        | $1611666.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 4.5000%  | 0.0000% | $268925.00         | $255609.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1390724.00        | $1395355.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 4.5000%  | 0.0000% | $131177.00         | $124746.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 4.5000%  | 0.0000% | $1942456.00        | $1672991.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 4.5000%  | 0.0000% | $203761.00         | $193739.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1824914.00        | $1826962.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $7999.00           | $8404.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 4.5000%  | 0.0000% | $80223.00          | $76355.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1698296.00        | $1707905.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $5621206.00        | $5839896.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1051574.00        | $1101810.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $2652284.00        | $2666652.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $36136192.00       | $36844967.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $12698514.00       | $12043544.18       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2027-06-15      | 2.5000%  | 0.0000% | $2307924.00        | $46664.88          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2041-11-15      | 3.7500%  | 0.0000% | $275050.00         | $30492.18          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2042-03-15      | 3.5000%  | 0.0000% | $898954.00         | $61312.02          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2043-05-15      | 3.0000%  | 0.0000% | $2047455.00        | $341518.23         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2042-08-15      | 3.5000%  | 0.0000% | $1753620.00        | $319778.34         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2043-02-15      | 3.0000%  | 0.0000% | $1912244.00        | $289209.04         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2043-02-20      | 2.5000%  | 0.0000% | $485428.00         | $64191.97          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2043-02-20      | 3.5000%  | 0.0000% | $4640676.00        | $437664.14         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2027-05-20      | 2.5000%  | 0.0000% | $1407805.00        | $25814.46          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2042-06-20      | 3.5000%  | 0.0000% | $1985662.00        | $150945.89         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2042-07-20      | 4.0000%  | 0.0000% | $597999.00         | $36216.14          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2042-08-20      | 3.0000%  | 0.0000% | $1661110.00        | $102834.73         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2042-09-20      | 3.5000%  | 0.0000% | $325000.00         | $28402.78          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2027-10-20      | 2.5000%  | 0.0000% | $1002999.00        | $26210.13          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2042-10-20      | 3.5000%  | 0.0000% | $2087971.00        | $182366.26         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2042-11-20      | 3.5000%  | 0.0000% | $618254.00         | $53695.08          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2043-01-20      | 3.0000%  | 0.0000% | $1498697.00        | $161803.00         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2043-05-20      | 3.5000%  | 0.0000% | $78995.00          | $7993.05           | Agency Mortgage-Backed Securities |
| GNMA                                  | 2028-10-20      | 2.5000%  | 0.0000% | $1496000.00        | $86940.97          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2039-05-20      | 3.0000%  | 0.0000% | $560940.00         | $71308.81          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2044-11-20      | 4.0000%  | 0.0000% | $40495606.00       | $596252.73         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2045-08-20      | 3.0000%  | 0.0000% | $660000.00         | $84084.05          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2047-04-20      | 4.0000%  | 0.0000% | $1046832.00        | $93533.18          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2046-05-20      | 4.0000%  | 0.0000% | $900000.00         | $84788.67          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2047-07-20      | 4.5000%  | 0.0000% | $25664408.00       | $2307727.51        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2047-08-20      | 3.5000%  | 0.0000% | $336860.00         | $42461.62          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2047-10-20      | 3.0000%  | 0.0000% | $1918000.00        | $258984.33         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2047-10-20      | 3.5000%  | 0.0000% | $261024.00         | $31776.68          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2048-01-20      | 3.5000%  | 0.0000% | $197000.00         | $23419.42          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2048-02-20      | 4.0000%  | 0.0000% | $27179267.00       | $2713989.39        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2048-03-20      | 5.5000%  | 0.0000% | $786467.00         | $95105.47          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2048-06-20      | 6.0000%  | 0.0000% | $2501273.00        | $303983.66         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2048-09-20      | 4.0000%  | 0.0000% | $2433133.00        | $229468.52         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2039-02-20      | 6.0000%  | 0.0000% | $180000.00         | $35003.05          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2049-05-20      | 4.0000%  | 0.0000% | $3138000.00        | $260500.46         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2049-05-20      | 5.5000%  | 0.0000% | $73000.00          | $6435.74           | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-01-20      | 3.5000%  | 0.0000% | $1461132.00        | $547635.32         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2050-02-20      | 4.0000%  | 0.0000% | $3000.00           | $430.98            | Agency Mortgage-Backed Securities |
| GNMA                                  | 2050-04-20      | 4.5000%  | 0.0000% | $193261.00         | $35800.42          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2050-11-20      | 2.0000%  | 0.0000% | $93000.00          | $44403.74          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2050-12-20      | 2.0000%  | 0.0000% | $1058000.00        | $515193.88         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2050-12-20      | 3.5000%  | 0.0000% | $2097295.00        | $721669.93         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2052-04-20      | 1.5000%  | 0.0000% | $2934162.00        | $1961433.92        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2052-05-20      | 2.5000%  | 0.0000% | $181000.00         | $116722.35         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-06-20      | 3.5000%  | 0.0000% | $456542.00         | $225214.73         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-07-20      | 3.0000%  | 0.0000% | $54318710.00       | $29183996.70       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-08-20      | 2.5000%  | 0.0000% | $49750.00          | $28968.27          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-08-20      | 5.0000%  | 0.0000% | $19000.00          | $5871.26           | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-09-20      | 4.0000%  | 0.0000% | $469400.00         | $258012.77         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-10-20      | 5.0000%  | 0.0000% | $25002.00          | $10319.77          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-11-20      | 3.0000%  | 0.0000% | $1271108.00        | $782058.87         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-11-20      | 3.5000%  | 0.0000% | $4907334.00        | $3212402.11        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2052-01-20      | 4.0000%  | 0.0000% | $40000.00          | $25739.98          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2037-03-20      | 3.0000%  | 0.0000% | $1000000.00        | $528409.73         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2053-05-20      | 6.0000%  | 0.0000% | $65001730.00       | $42980796.51       | Agency Mortgage-Backed Securities |

### Security 3: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.360000%
- **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_4.36_0801
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 6.4600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $97.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $293840000.00      | $356999943.94      | U.S. Treasuries (including strips) |

### Security 4: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.370000%
- **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_4.37_0801
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 4.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank | 2037-02-18      | 2.9000%  | 0.0000% | $10000.00          | $8243.10           | Agency Debentures and Agency Strips |
| U.S. Treasury Note     | 2046-05-15      | 0.0000%  | 0.0000% | $4148700.00        | $1460047.84        | U.S. Treasuries (including strips)  |
| U.S. Treasury Note     | 2054-02-15      | 0.0000%  | 0.0000% | $100.00            | $24.42             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note     | 2054-11-15      | 0.0000%  | 0.0000% | $52072200.00       | $12345589.61       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note     | 2044-08-15      | 4.1250%  | 0.0000% | $12449900.00       | $11475741.97       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note     | 2030-12-31      | 3.7500%  | 0.0000% | $11300000.00       | $11191395.33       | U.S. Treasuries (including strips)  |
| U.S. Treasury Note     | 2034-11-15      | 4.2500%  | 0.0000% | $29000.00          | $29040.39          | U.S. Treasuries (including strips)  |
| U.S. Treasury Note     | 2032-06-30      | 4.0000%  | 0.0000% | $194094400.00      | $192989918.44      | U.S. Treasuries (including strips)  |

### Security 5: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 4.360000%
- **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_4.36_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 9.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2054-08-15      | 0.0000%  | 0.0000% | $3843000.00        | $933341.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-02-15      | 4.6250%  | 0.0000% | $17250300.00       | $17578151.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 3.0000%  | 0.0000% | $300.00            | $230.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $62.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-08-15      | 4.1250%  | 0.0000% | $500.00            | $451.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-08-15      | 4.2500%  | 0.0000% | $1185600.00        | $1093081.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $1000.00           | $1297.03           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-30      | 3.0000%  | 0.0000% | $464400.00         | $468085.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-15      | 0.6250%  | 0.0000% | $1600.00           | $2154.35           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $200.00            | $266.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $85.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 0.6250%  | 0.0000% | $200.00            | $185.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $600.00            | $555.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $2000.00           | $2428.80           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 1.2500%  | 0.0000% | $1100.00           | $942.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $800.00            | $772.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 1.5000%  | 0.0000% | $6365700.00        | $5912608.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 0.1250%  | 0.0000% | $400.00            | $446.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 2.7500%  | 0.0000% | $59970800.00       | $57822246.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-15      | 3.1250%  | 0.0000% | $190778600.00      | $193388090.67      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $200.00            | $198.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $12000200.00       | $12056384.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $95877700.00       | $96076957.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $1200.00           | $1248.97           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $400.00            | $405.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $59800.00          | $60263.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 4.2500%  | 0.0000% | $200.00            | $201.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $35599800.00       | $35806777.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $300.00            | $301.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $200.00            | $199.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $42111600.00       | $42072141.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 0.0000%  | 0.0000% | $158.39            | $123.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-02-15      | 0.0000%  | 0.0000% | $72531712.00       | $44818070.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-08-15      | 0.0000%  | 0.0000% | $2384160.00        | $1432920.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-02-15      | 0.0000%  | 0.0000% | $255.99            | $149.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 0.0000%  | 0.0000% | $703132.00         | $464634.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 0.0000%  | 0.0000% | $2949.12           | $2617.31           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-08-15      | 0.0000%  | 0.0000% | $2048.00           | $922.05            | U.S. Treasuries (including strips) |

### Security 6: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.360000%
- **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_4.36_0801
- **C.18 - Value (incl. sponsor support):** $272200000.00
- **C.18.a - Value (excl. sponsor support):** $272200000.00
- **C.19 - Percentage of Net Assets:** 5.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2052-02-15      | 2.2500%  | 0.0000% | $45004800.00       | $27661060.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $195411200.00      | $249982400.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-15      | 0.0000%  | 0.0000% | $539.95            | $539.09            | U.S. Treasuries (including strips) |

### Security 7: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.370000%
- **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_4.37_0801
- **C.18 - Value (incl. sponsor support):** $150600000.00
- **C.18.a - Value (excl. sponsor support):** $150600000.00
- **C.19 - Percentage of Net Assets:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $1658352.00        | $257095.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $9192320.00        | $8990740.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.0000%  | 0.0000% | $1149192.00        | $1093882.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $2615668.00        | $2262899.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 6.0000%  | 0.0000% | $1450888.00        | $1475302.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $4286208.00        | $4292671.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $14514176.00       | $14541438.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $12877856.00       | $13129618.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 3.5000%  | 0.0000% | $1517422.00        | $659788.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 4.2250%  | 0.0000% | $2616508.00        | $2550043.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.0000%  | 0.0000% | $13200736.00       | $4882999.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 1.5000%  | 0.0000% | $2422876.00        | $1524561.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $25000000.00       | $14697706.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1409195.00        | $1456432.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.5000%  | 0.0000% | $3721924.00        | $3583771.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 6.0000%  | 0.0000% | $1292882.00        | $1344089.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 7.5000%  | 0.0000% | $1503536.00        | $984621.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 4.8300%  | 0.0000% | $50294000.00       | $50277389.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 4.4450%  | 0.0000% | $20000000.00       | $19692623.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 2.0000%  | 0.0000% | $6450000.00        | $2624973.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $49000.00          | $20633.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $450000.00         | $197060.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $1825156.00        | $1253171.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 4.0000%  | 0.0000% | $595000.00         | $88708.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 3.5000%  | 0.0000% | $10545680.00       | $1686097.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $160298.00         | $22994.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 3.5000%  | 0.0000% | $299977.00         | $20686.74          | Agency Mortgage-Backed Securities |

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2HG3, C.4 - ISIN: US3130B2HG32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14751001.08
- **C.18.a - Value (excl. sponsor support):** $14751001.08
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.510000%
- **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):** $19506404.78
- **C.18.a - Value (excl. sponsor support):** $19506404.78
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 10: 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: 3130B4ZG9, C.4 - ISIN: US3130B4ZG95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30002674.80
- **C.18.a - Value (excl. sponsor support):** $30002674.80
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.350000%
- **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):** $19999833.80
- **C.18.a - Value (excl. sponsor support):** $19999833.80
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 12: 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: 3130B55E4, C.4 - ISIN: US3130B55E46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $25499819.97
- **C.18.a - Value (excl. sponsor support):** $25499819.97
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.350000%
- **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):** $20002553.00
- **C.18.a - Value (excl. sponsor support):** $20002553.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 14: 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):** $119808169.20
- **C.18.a - Value (excl. sponsor support):** $119808169.20
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **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 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.440000%
- **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):** $11996918.88
- **C.18.a - Value (excl. sponsor support):** $11996918.88
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: 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):** $24225822.99
- **C.18.a - Value (excl. sponsor support):** $24225822.99
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 17: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **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):** $20007293.00
- **C.18.a - Value (excl. sponsor support):** $20007293.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.350000%
- **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):** $9999886.20
- **C.18.a - Value (excl. sponsor support):** $9999886.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 19: 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: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6005559.18
- **C.18.a - Value (excl. sponsor support):** $6005559.18
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11010231.10
- **C.18.a - Value (excl. sponsor support):** $11010231.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: 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: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32046534.72
- **C.18.a - Value (excl. sponsor support):** $32046534.72
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **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):** $9499874.79
- **C.18.a - Value (excl. sponsor support):** $9499874.79
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **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):** $11999711.88
- **C.18.a - Value (excl. sponsor support):** $11999711.88
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **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):** $18499713.25
- **C.18.a - Value (excl. sponsor support):** $18499713.25
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.385000%
- **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):** $27001193.94
- **C.18.a - Value (excl. sponsor support):** $27001193.94
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 26: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.435000%
- **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):** $9501765.58
- **C.18.a - Value (excl. sponsor support):** $9501765.58
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSF5, C.4 - ISIN: US3133ETSF57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8500000.00
- **C.18.a - Value (excl. sponsor support):** $8500000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.420000%
- **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):** $29508042.59
- **C.18.a - Value (excl. sponsor support):** $29508042.59
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 29: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **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):** $6706015.66
- **C.18.a - Value (excl. sponsor support):** $6706015.66
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $3502240.11
- **C.18.a - Value (excl. sponsor support):** $3502240.11
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.420000%
- **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):** $15759970.22
- **C.18.a - Value (excl. sponsor support):** $15759970.22
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: 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: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $20012666.60
- **C.18.a - Value (excl. sponsor support):** $20012666.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.455000%
- **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):** $26272427.74
- **C.18.a - Value (excl. sponsor support):** $26272427.74
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: 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: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $42410714.50
- **C.18.a - Value (excl. sponsor support):** $42410714.50
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: 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: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $8007012.56
- **C.18.a - Value (excl. sponsor support):** $8007012.56
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: 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: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $22023766.82
- **C.18.a - Value (excl. sponsor support):** $22023766.82
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.370000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_4.37_0801
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 3.7800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2049-11-25      | 0.0000%  | 0.0000% | $17506000.00       | $10795932.69       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2028-10-25      | 0.0000%  | 0.0000% | $4386000.00        | $2998958.20        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2029-01-25      | 0.0000%  | 0.0000% | $11369120.00       | $8393966.97        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2052-05-25      | 0.0000%  | 0.0000% | $24573952.00       | $21825969.82       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2030-06-25      | 0.0000%  | 0.0000% | $95723776.00       | $50364681.85       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2061-03-25      | 0.1000%  | 0.0000% | $611723000.00      | $2110071.74        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2061-03-25      | 0.1000%  | 0.0000% | $190536957.00      | $749635.84         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2061-03-25      | 0.0000%  | 0.0000% | $40113024.00       | $18355719.78       | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association | 2051-02-25      | 1.2500%  | 0.0000% | $2000.00           | $1200.20           | Agency Collateralized Mortgage Obligation         |
| Federal Home Loan Mortgage Corp.      | 2044-06-25      | 2.1230%  | 0.0000% | $26340128.00       | $493196.53         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2044-08-25      | 2.0651%  | 0.0000% | $15530000.00       | $333908.20         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2044-12-25      | 1.8974%  | 0.0000% | $20223677.00       | $471614.57         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2044-12-25      | 1.9811%  | 0.0000% | $73600000.00       | $1971074.83        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2045-07-25      | 2.1871%  | 0.0000% | $9759520.00        | $386648.88         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2027-09-25      | 0.7304%  | 0.0000% | $21270000.00       | $277091.90         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2049-02-25      | 2.6194%  | 0.0000% | $5000000.00        | $595968.98         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2044-10-25      | 2.0574%  | 0.0000% | $8733984.00        | $358455.58         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2035-12-25      | 3.0177%  | 0.0000% | $7000000.00        | $1211747.10        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2046-05-25      | 2.2286%  | 0.0000% | $14495000.00       | $819607.87         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2036-07-25      | 3.0516%  | 0.0000% | $2500000.00        | $463245.02         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2036-09-25      | 3.2241%  | 0.0000% | $2980158.00        | $592973.23         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2047-05-25      | 2.1553%  | 0.0000% | $29700000.00       | $536593.37         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2046-12-25      | 1.8908%  | 0.0000% | $10500000.00       | $745727.22         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2048-03-25      | 1.9086%  | 0.0000% | $3370000.00        | $245115.27         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2048-07-25      | 3.0047%  | 0.0000% | $6490000.00        | $830615.88         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2048-09-25      | 2.9549%  | 0.0000% | $4605408.00        | $568138.92         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2047-09-25      | 3.0185%  | 0.0000% | $5295110.00        | $680508.71         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2048-09-25      | 2.7274%  | 0.0000% | $2000000.00        | $243959.72         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2029-04-27      | 2.0148%  | 0.0000% | $16000000.00       | $534258.35         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2034-10-25      | 2.7352%  | 0.0000% | $8045000.00        | $1080051.75        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2049-01-25      | 2.8774%  | 0.0000% | $5000000.00        | $745869.23         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2049-04-25      | 3.0967%  | 0.0000% | $3500000.00        | $571233.63         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2057-02-25      | 5.6872%  | 0.0000% | $7799624.00        | $2849977.17        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2057-05-25      | 5.6737%  | 0.0000% | $14600000.00       | $5671327.32        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2059-10-25      | 3.2500%  | 0.0000% | $57927872.00       | $11792352.34       | Private Label Collateralized Mortgage Obligations |
| Federal Home Loan Mortgage Corp.      | 2034-05-25      | 5.3200%  | 0.0000% | $64685500.00       | $58432602.33       | Agency Collateralized Mortgage Obligation         |

### Security 38: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 4.360000%
- **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_4.36_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 9.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2049-05-15      | 2.8750%  | 0.0000% | $191505200.00      | $136582109.97      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 2.2500%  | 0.0000% | $29408600.00       | $19311033.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-05-15      | 3.0000%  | 0.0000% | $360000000.00      | $268237908.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-02-15      | 3.0000%  | 0.0000% | $115000000.00      | $85868960.15       | U.S. Treasuries (including strips) |

### Security 39: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.360000%
- **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_4.36_0801
- **C.18 - Value (incl. sponsor support):** $298700000.00
- **C.18.a - Value (excl. sponsor support):** $298700000.00
- **C.19 - Percentage of Net Assets:** 5.5100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-08-15      | 3.3750%  | 0.0000% | $38500.00          | $32455.14          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 4.0000%  | 0.0000% | $93567100.00       | $84959541.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $200.00            | $207.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 3.0000%  | 0.0000% | $800.00            | $634.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-08-15      | 2.7500%  | 0.0000% | $2173200.00        | $1665904.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 2.7500%  | 0.0000% | $621400.00         | $469994.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 3.1250%  | 0.0000% | $231795600.00      | $186900758.31      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 2.8750%  | 0.0000% | $40044500.00       | $30644479.10       | U.S. Treasuries (including strips) |

### Security 40: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 4.360000%
- **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_4.36_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 9.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $50770203.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $50770203.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $50770203.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $50770203.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $50770203.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $50770203.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $2263100.00        | $2297960.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $50770203.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $50770203.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $50770203.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $50770203.90       | U.S. Treasuries (including strips) |

### Security 41: 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):** $44671012.65
- **C.18.a - Value (excl. sponsor support):** $44671012.65
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 42: 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):** $49469687.50
- **C.18.a - Value (excl. sponsor support):** $49469687.50
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 43: 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):** $24499991.75
- **C.18.a - Value (excl. sponsor support):** $24499991.75
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 44: 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):** $24428017.25
- **C.18.a - Value (excl. sponsor support):** $24428017.25
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 45: 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):** $24350196.75
- **C.18.a - Value (excl. sponsor support):** $24350196.75
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 46: 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):** $24276405.50
- **C.18.a - Value (excl. sponsor support):** $24276405.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 47: 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):** $74328732.75
- **C.18.a - Value (excl. sponsor support):** $74328732.75
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 48: 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):** $24200524.00
- **C.18.a - Value (excl. sponsor support):** $24200524.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 49: 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):** $49433156.00
- **C.18.a - Value (excl. sponsor support):** $49433156.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 50: 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):** $74652331.50
- **C.18.a - Value (excl. sponsor support):** $74652331.50
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 51: 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):** $49726939.00
- **C.18.a - Value (excl. sponsor support):** $49726939.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 52: 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):** $49038203.50
- **C.18.a - Value (excl. sponsor support):** $49038203.50
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 53: 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):** $54386933.15
- **C.18.a - Value (excl. sponsor support):** $54386933.15
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 54: 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):** $49393921.50
- **C.18.a - Value (excl. sponsor support):** $49393921.50
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 55: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.455900%
- **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):** $150056856.00
- **C.18.a - Value (excl. sponsor support):** $150056856.00
- **C.19 - Percentage of Net Assets:** 2.7700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 56: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.530900%
- **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):** $117115738.74
- **C.18.a - Value (excl. sponsor support):** $117115738.74
- **C.19 - Percentage of Net Assets:** 2.1600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 57: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.360000%
- **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_4.36_0801
- **C.18 - Value (incl. sponsor support):** $233300000.00
- **C.18.a - Value (excl. sponsor support):** $233300000.00
- **C.19 - Percentage of Net Assets:** 4.3100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2025-08-15      | 6.8750%  | 0.0000% | $725504.68         | $749160.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 6.3750%  | 0.0000% | $4475277.25        | $4819177.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 5.5000%  | 0.0000% | $4670286.89        | $5006645.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 5.3750%  | 0.0000% | $1575999.82        | $1718537.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-02-15      | 4.3750%  | 0.0000% | $126973.52         | $127636.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-05-15      | 4.2500%  | 0.0000% | $34392356.94       | $33336947.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 3.0000%  | 0.0000% | $10099207.05       | $8008178.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 3.1250%  | 0.0000% | $14425930.52       | $11631874.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 2.8750%  | 0.0000% | $22069188.48       | $16888680.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-11-15      | 3.0000%  | 0.0000% | $5161.76           | $3904.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-11-15      | 2.7500%  | 0.0000% | $4206953.09        | $2966175.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 1.3750%  | 0.0000% | $31785491.90       | $15558052.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-11-15      | 1.6250%  | 0.0000% | $4357139.96        | $2264123.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-02-15      | 1.8750%  | 0.0000% | $14358710.96       | $9893282.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-11-15      | 1.8750%  | 0.0000% | $61271928.95       | $33629235.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 2.3750%  | 0.0000% | $341376.22         | $248601.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 4.0000%  | 0.0000% | $34557824.96       | $31378731.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 4.7500%  | 0.0000% | $262579.15         | $261063.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 4.6250%  | 0.0000% | $61040641.16       | $59476005.33       | U.S. Treasuries (including strips) |

### Security 58: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.370000%
- **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_4.37_0801
- **C.18 - Value (incl. sponsor support):** $172200000.00
- **C.18.a - Value (excl. sponsor support):** $172200000.00
- **C.19 - Percentage of Net Assets:** 3.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2053-12-01      | 5.0000%  | 0.0000% | $3033369.97        | $2779259.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 6.5000%  | 0.0000% | $1295659.40        | $1210693.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.5000%  | 0.0000% | $11153922.46       | $10579201.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 6.5000%  | 0.0000% | $5445206.99        | $5136193.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 3.5000%  | 0.0000% | $1722.00           | $1461.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 5.0000%  | 0.0000% | $7205221.87        | $6614184.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.0000%  | 0.0000% | $2550448.84        | $2123915.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.5000%  | 0.0000% | $5249261.57        | $4993220.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $252560.00         | $239400.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-01      | 3.5000%  | 0.0000% | $22577.33          | $8088.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.5000%  | 0.0000% | $337129.33         | $220264.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 3.5000%  | 0.0000% | $17985.33          | $9416.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 3.5000%  | 0.0000% | $9662.33           | $7417.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 5.0000%  | 0.0000% | $552188.00         | $414410.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 4.0000%  | 0.0000% | $2296.00           | $1822.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 5.5000%  | 0.0000% | $991298.00         | $791327.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 3.0000%  | 0.0000% | $81578.41          | $61184.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 6.0000%  | 0.0000% | $2483124.00        | $1817565.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.0000%  | 0.0000% | $2125216.44        | $1822371.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 4.0000%  | 0.0000% | $926808.53         | $786386.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-01      | 6.0000%  | 0.0000% | $373100.00         | $299957.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 4.0000%  | 0.0000% | $871024.53         | $780834.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 3.0000%  | 0.0000% | $1339.33           | $999.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.5000%  | 0.0000% | $287000.00         | $233607.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.0000%  | 0.0000% | $9949.33           | $8771.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-01      | 2.0000%  | 0.0000% | $502333.23         | $358331.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 4.0000%  | 0.0000% | $262509.33         | $221133.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-10-01      | 3.5000%  | 0.0000% | $199289.93         | $68503.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-12-01      | 3.0000%  | 0.0000% | $1086773.33        | $266844.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-10-01      | 2.5000%  | 0.0000% | $63905.33          | $30166.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-01      | 2.0000%  | 0.0000% | $130827.80         | $62601.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-03-01      | 2.0000%  | 0.0000% | $19133.33          | $9682.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-01      | 1.5000%  | 0.0000% | $32799.51          | $16265.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-07-01      | 3.0000%  | 0.0000% | $2328734.07        | $1603670.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 1.5000%  | 0.0000% | $154511.62         | $86490.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 3.0000%  | 0.0000% | $51298.57          | $37632.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 2.5000%  | 0.0000% | $382666.67         | $237800.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 2.0000%  | 0.0000% | $553268.08         | $395396.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 3.0000%  | 0.0000% | $109895.74         | $43030.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.5000%  | 0.0000% | $438764.64         | $271429.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.5000%  | 0.0000% | $46876.67          | $30885.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.0000%  | 0.0000% | $968354.26         | $773301.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.5000%  | 0.0000% | $794033.33         | $641893.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.5000%  | 0.0000% | $956204.21         | $773266.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 6.0000%  | 0.0000% | $456913.76         | $387702.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 4.5000%  | 0.0000% | $469105.33         | $430070.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 5.5000%  | 0.0000% | $1356022.57        | $1053236.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 4.5000%  | 0.0000% | $260388.59         | $139758.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 4.5000%  | 0.0000% | $96272.43          | $77801.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 6.0000%  | 0.0000% | $956666.67         | $747578.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 6.5000%  | 0.0000% | $38266.67          | $29022.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.5000%  | 0.0000% | $205378.16         | $181442.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 4.5000%  | 0.0000% | $20678.16          | $17715.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 7.5000%  | 0.0000% | $103559.93         | $74393.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-02-01      | 5.5000%  | 0.0000% | $99697.29          | $98070.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.0000%  | 0.0000% | $195374.68         | $195740.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 5.5000%  | 0.0000% | $214678.68         | $212707.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 5.5000%  | 0.0000% | $227065.60         | $192942.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.0000%  | 0.0000% | $2430032.64        | $2182129.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 6.0000%  | 0.0000% | $214164.95         | $198185.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.5000%  | 0.0000% | $140625.41         | $122643.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 6.0000%  | 0.0000% | $201208.43         | $178050.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.5000%  | 0.0000% | $49024.38          | $45434.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-05-01      | 2.0000%  | 0.0000% | $71750.00          | $39732.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-01-01      | 2.5000%  | 0.0000% | $229854.28         | $134861.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-01      | 2.0000%  | 0.0000% | $81316.67          | $47574.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 3.0000%  | 0.0000% | $13209.08          | $7788.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.5000%  | 0.0000% | $310553.13         | $194481.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.5000%  | 0.0000% | $22676557.65       | $15073436.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.5000%  | 0.0000% | $856599.33         | $654855.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.0000%  | 0.0000% | $104276.67         | $93865.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 5.5000%  | 0.0000% | $48790.00          | $40087.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-05-01      | 2.5000%  | 0.0000% | $382666.67         | $209782.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-02-01      | 5.0000%  | 0.0000% | $236899.56         | $234643.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-07-01      | 4.5000%  | 0.0000% | $294677.82         | $230652.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-11-01      | 4.0000%  | 0.0000% | $308968.13         | $198639.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-01-01      | 6.5000%  | 0.0000% | $1170776.13        | $1141990.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-10-01      | 2.0000%  | 0.0000% | $91840.00          | $25808.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-02-01      | 1.5000%  | 0.0000% | $133933.33         | $49923.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-07-01      | 4.5000%  | 0.0000% | $168264.27         | $166818.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-07-01      | 5.5000%  | 0.0000% | $12464.41          | $12754.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-07-01      | 2.5000%  | 0.0000% | $565399.95         | $142229.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-08-01      | 2.5000%  | 0.0000% | $97197.33          | $69532.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-01      | 6.5000%  | 0.0000% | $303997.48         | $243567.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 5.5000%  | 0.0000% | $170293.75         | $159971.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 5.0000%  | 0.0000% | $20713.94          | $18734.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-09-01      | 4.0000%  | 0.0000% | $7402.88           | $4855.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-01-01      | 2.5000%  | 0.0000% | $68134.37          | $50413.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 4.5000%  | 0.0000% | $263794.90         | $248666.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-05-01      | 5.0000%  | 0.0000% | $514008.96         | $507888.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.5000%  | 0.0000% | $331009.92         | $334760.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-05-01      | 5.0000%  | 0.0000% | $357266.98         | $356097.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-09-01      | 6.0000%  | 0.0000% | $87360.70          | $52838.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 4.0000%  | 0.0000% | $347373.70         | $284408.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 4.5000%  | 0.0000% | $199975.09         | $183580.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-01-01      | 6.0000%  | 0.0000% | $194387.59         | $182642.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.0000%  | 0.0000% | $193522.95         | $192795.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 5.5000%  | 0.0000% | $338712.81         | $347544.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-01      | 5.0000%  | 0.0000% | $22271.20          | $2160.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $470703.92         | $455245.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 6.0000%  | 0.0000% | $976847.36         | $945043.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.0000%  | 0.0000% | $225754.97         | $219486.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $285527.88         | $247390.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 4.0000%  | 0.0000% | $192945.70         | $177317.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.0000%  | 0.0000% | $238166.57         | $245261.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.0000%  | 0.0000% | $260904.05         | $250271.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.0000%  | 0.0000% | $266165.90         | $271790.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.0000%  | 0.0000% | $433226.50         | $443895.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $476842.27         | $474939.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $2276080.48        | $2209170.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $705813.55         | $707433.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.0000%  | 0.0000% | $387292.53         | $395160.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.5000%  | 0.0000% | $330323.22         | $346655.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $1003226.49        | $1011097.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $902001.01         | $902401.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.0000%  | 0.0000% | $249135.13         | $243095.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.5000%  | 0.0000% | $240639.36         | $252855.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $1338250.20        | $1364253.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $249340.82         | $251396.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $317083.34         | $326037.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.0000%  | 0.0000% | $2846930.56        | $2902249.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $300121.45         | $300218.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $191735.13         | $193500.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.0000%  | 0.0000% | $257613.11         | $252118.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.5000%  | 0.0000% | $408299.21         | $424222.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.0000%  | 0.0000% | $200657.77         | $204985.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $6261115.28        | $6423402.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $19133345.39       | $19172689.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 4.0000%  | 0.0000% | $1086966.20        | $1004802.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $1132495.11        | $1138288.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $210930.84         | $213859.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $286406.87         | $288542.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $773938.36         | $729269.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $1485024.48        | $1520441.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $1165969.64        | $1188852.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $212939.65         | $214286.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $217717.43         | $219481.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $193798.66         | $200470.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $503971.23         | $521798.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.0000%  | 0.0000% | $210540.52         | $206888.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $297736.48         | $297556.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.5000%  | 0.0000% | $851693.16         | $890979.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $530019.74         | $547923.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $444107.05         | $445569.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $9239483.22        | $9408549.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $1301767.52        | $1325839.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $586995.17         | $604174.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $191784.50         | $196657.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $784638.10         | $786712.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $248140.20         | $254916.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $1753119.60        | $1796437.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $412019.69         | $414296.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-12-01      | 2.0000%  | 0.0000% | $19133.33          | $12211.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-01      | 2.5000%  | 0.0000% | $153066.67         | $96244.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.0000%  | 0.0000% | $272650.00         | $170427.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-12-01      | 3.5000%  | 0.0000% | $159892.87         | $115856.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.0000%  | 0.0000% | $114800.00         | $85264.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 5.0000%  | 0.0000% | $17220.00          | $13088.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.5000%  | 0.0000% | $176026.67         | $149053.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-06-01      | 2.5000%  | 0.0000% | $13433.90          | $9275.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.5000%  | 0.0000% | $15306.67          | $11487.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 6.0000%  | 0.0000% | $207214.00         | $152811.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 3.5000%  | 0.0000% | $12628.00          | $9621.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 5.5000%  | 0.0000% | $60270.00          | $48209.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 6.5000%  | 0.0000% | $114800.00         | $82282.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.5000%  | 0.0000% | $195313.07         | $155438.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 6.0000%  | 0.0000% | $11748.44          | $9043.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 5.5000%  | 0.0000% | $420933.33         | $349253.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 4.0000%  | 0.0000% | $2870.00           | $2331.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.5000%  | 0.0000% | $86100.00          | $72882.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 6.5000%  | 0.0000% | $7131950.00        | $6042112.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 1.5000%  | 0.0000% | $902710.67         | $623709.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 5.5000%  | 0.0000% | $7513974.93        | $6319893.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-01      | 5.5000%  | 0.0000% | $98044.56          | $84283.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-09-01      | 7.5000%  | 0.0000% | $13211.57          | $343.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-08-01      | 7.0000%  | 0.0000% | $9325.78           | $276.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-10-01      | 4.5000%  | 0.0000% | $48078.62          | $470.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-02-01      | 7.0000%  | 0.0000% | $12434.56          | $322.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-04-01      | 4.5000%  | 0.0000% | $14732666.67       | $45185.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-11-01      | 5.5000%  | 0.0000% | $639891.37         | $1339.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-03-01      | 5.0000%  | 0.0000% | $669666.67         | $15576.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-01-01      | 4.5000%  | 0.0000% | $77087.82          | $4239.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-08-01      | 3.5000%  | 0.0000% | $621833.33         | $3126.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-08-01      | 3.0000%  | 0.0000% | $3887630.82        | $196344.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-01-01      | 3.5000%  | 0.0000% | $219377.06         | $14642.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-08-01      | 3.0000%  | 0.0000% | $5740.00           | $160.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-05-01      | 4.5000%  | 0.0000% | $191333.33         | $1001.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-08-01      | 4.5000%  | 0.0000% | $191333.33         | $2442.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-09-01      | 5.0000%  | 0.0000% | $86817.50          | $1616.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-08-01      | 3.5000%  | 0.0000% | $239430.90         | $36432.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-01      | 3.5000%  | 0.0000% | $101980.67         | $10607.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-05-01      | 4.0000%  | 0.0000% | $2296.00           | $192.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-06-01      | 5.0000%  | 0.0000% | $95666.67          | $1003.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-02-01      | 5.5000%  | 0.0000% | $765333.33         | $2691.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 5.0000%  | 0.0000% | $43050.00          | $2107.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 5.5000%  | 0.0000% | $201532.55         | $2891.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-08-01      | 5.5000%  | 0.0000% | $118592.23         | $2113.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-08-01      | 3.5000%  | 0.0000% | $18750.67          | $1843.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-04-01      | 3.0000%  | 0.0000% | $2017992.67        | $262153.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-02-01      | 3.0000%  | 0.0000% | $5931.33           | $1223.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-01-01      | 2.0000%  | 0.0000% | $54094.14          | $4008.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-01-01      | 6.0000%  | 0.0000% | $1054246.67        | $10445.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-04-01      | 5.5000%  | 0.0000% | $711903.88         | $32623.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-02-01      | 3.5000%  | 0.0000% | $658140.36         | $103688.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-11-01      | 4.5000%  | 0.0000% | $9949.33           | $1296.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-12-01      | 5.0000%  | 0.0000% | $55965.00          | $37529.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-01      | 2.0000%  | 0.0000% | $235407.54         | $167669.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-03-01      | 2.5000%  | 0.0000% | $135846.67         | $85952.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-07-01      | 2.0000%  | 0.0000% | $97131.51          | $73800.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-09-01      | 5.5000%  | 0.0000% | $365697.12         | $308709.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-01-01      | 2.5000%  | 0.0000% | $1618168.95        | $1432936.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-02-01      | 5.0000%  | 0.0000% | $600101.88         | $572847.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-04-01      | 3.5000%  | 0.0000% | $6761009.01        | $6217206.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-08-01      | 2.5000%  | 0.0000% | $391276.67         | $126260.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-09-01      | 1.5000%  | 0.0000% | $86100.00          | $32511.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-04-01      | 1.5000%  | 0.0000% | $430500.00         | $227193.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-09-01      | 1.5000%  | 0.0000% | $5014846.67        | $2856384.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-01      | 3.0000%  | 0.0000% | $203026.86         | $130666.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-02-01      | 3.0000%  | 0.0000% | $25187.69          | $13279.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-01      | 2.0000%  | 0.0000% | $1582919.03        | $1035275.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-01-01      | 4.5000%  | 0.0000% | $239358.00         | $150679.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-10-01      | 6.0000%  | 0.0000% | $26336.46          | $16144.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.0000%  | 0.0000% | $354156.66         | $361129.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.5000%  | 0.0000% | $205511.13         | $197228.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 5.5000%  | 0.0000% | $228571.01         | $228308.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $752084.84         | $774722.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $378230.41         | $369782.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $194147.66         | $200447.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $216504.96         | $168735.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $837743.82         | $808936.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $496873.15         | $521991.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $220603.32         | $230391.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.5000%  | 0.0000% | $124969.75         | $125007.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $844696.49         | $844749.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.5000%  | 0.0000% | $322865.43         | $338476.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $196413.23         | $206377.66         | Agency Mortgage-Backed Securities |

### Security 59: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.360000%
- **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_4.36_0801
- **C.18 - Value (incl. sponsor support):** $102000000.00
- **C.18.a - Value (excl. sponsor support):** $102000000.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2046-08-15      | 0.0000%  | 0.0000% | $15780800.00       | $5537940.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-11-15      | 0.0000%  | 0.0000% | $16979400.00       | $5577648.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-05-15      | 0.0000%  | 0.0000% | $8598800.00        | $2618962.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 0.0000%  | 0.0000% | $215100.00         | $62141.74          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 0.7500%  | 0.0000% | $4846100.00        | $5362071.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 0.6250%  | 0.0000% | $6904300.00        | $7179449.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 3.0000%  | 0.0000% | $23173900.00       | $17228309.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 0.3750%  | 0.0000% | $915700.00         | $853798.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-15      | 0.1250%  | 0.0000% | $883100.00         | $1013254.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $976700.00         | $909231.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $5890900.00        | $5998438.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $143200.00         | $147416.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 4.4559%  | 0.0000% | $18127000.00       | $18132365.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $29989400.00       | $31213332.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $101.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $1000.00           | $1019.08           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-25      | 0.0000%  | 0.0000% | $200.00            | $197.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 0.0000%  | 0.0000% | $161500.00         | $65593.87          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 0.0000%  | 0.0000% | $3399400.00        | $1304750.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-08-15      | 0.0000%  | 0.0000% | $2290100.00        | $846370.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $200.00            | $71.98             | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Cash Account Trust

**Date:** 2025-08-07

**By:** /s/Diane Kenneally

**Name of Signing Officer:** Diane Kenneally

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