# EDGAR Filing Document

**Accession Number:** 0000862064
**File Stem:** 0001410368-26-000392
**Filing Date:** 2026-1
**Character Count:** 287554
**Document Hash:** 1be6e9325a0131738661d0059c01349b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-000392.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001410368-26-000392

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06073
- **FILM NUMBER:** 26518919

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

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

**CIK Number of Registrant:** 0000862064

**LEI of Registrant:** 549300DFUINPMFFE3C04

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

**LEI of Series:** 549300DFUINPMFFE3C04

**EDGAR Series Identifier:** S000009009

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 22 days

- **WAL:** 87 days

- **Total Value of Portfolio Securities:** $32420054000.48

- **Amortized Cost of Portfolio Securities:** $32416704372.55

- **Cash:** $2121206.04

- **Total Other Assets:** $46582429.04

- **Total Liabilities:** $3926028.76

- **Net Assets of Series:** $32461481978.87

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $25097831147.73           | $26868564036.98            | 72.2600%                  | 77.3600%                   |
| 2025-12-02 | $23289104591.96           | $25060015954.72            | 70.7300%                  | 76.1100%                   |
| 2025-12-03 | $26933004158.32           | $29111604458.86            | 72.8400%                  | 78.7400%                   |
| 2025-12-04 | $27082352921.09           | $29261233181.37            | 72.9500%                  | 78.8200%                   |
| 2025-12-05 | $24734818992.70           | $26913967214.39            | 70.9400%                  | 77.1900%                   |
| 2025-12-08 | $25201972786.32           | $27644925795.44            | 71.3300%                  | 78.2500%                   |
| 2025-12-09 | $23373508629.49           | $25816513506.90            | 69.6100%                  | 76.8900%                   |
| 2025-12-10 | $22396212626.75           | $24595320040.53            | 69.2100%                  | 76.0100%                   |
| 2025-12-11 | $24281013051.94           | $26480306768.06            | 70.9200%                  | 77.3400%                   |
| 2025-12-12 | $19323110808.85           | $21342647214.90            | 66.3900%                  | 73.3300%                   |
| 2025-12-15 | $21438315585.98           | $23458254976.68            | 68.6800%                  | 75.1500%                   |
| 2025-12-16 | $21992885440.75           | $24012932241.12            | 68.6900%                  | 75.0000%                   |
| 2025-12-17 | $20206548643.86           | $22227025856.43            | 66.7300%                  | 73.4000%                   |
| 2025-12-18 | $19595468329.58           | $21615937422.64            | 66.0500%                  | 72.8600%                   |
| 2025-12-19 | $17595020735.97           | $19615722557.98            | 64.5000%                  | 71.9000%                   |
| 2025-12-22 | $19720594113.86           | $21741900163.95            | 67.0700%                  | 73.9400%                   |
| 2025-12-23 | $19048276081.36           | $21069764596.94            | 66.3000%                  | 73.3300%                   |
| 2025-12-24 | $19940059471.78           | $21961754941.33            | 67.3000%                  | 74.1300%                   |
| 2025-12-26 | $22149609670.35           | $24171753525.42            | 69.5600%                  | 75.9100%                   |
| 2025-12-29 | $22167971976.25           | $24190717907.20            | 69.8600%                  | 76.2400%                   |
| 2025-12-30 | $22195821704.11           | $24218812903.85            | 68.9100%                  | 75.1900%                   |
| 2025-12-31 | $22454182446.86           | $24477362085.68            | 69.1600%                  | 75.3900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 0.0000%             |
| 2025-12-02 | 0.0000%             |
| 2025-12-03 | 0.0000%             |
| 2025-12-04 | 0.0000%             |
| 2025-12-05 | 0.0000%             |
| 2025-12-08 | 0.0000%             |
| 2025-12-09 | 0.0000%             |
| 2025-12-10 | 0.0000%             |
| 2025-12-11 | 0.0000%             |
| 2025-12-12 | 0.0000%             |
| 2025-12-15 | 0.0000%             |
| 2025-12-16 | 0.0000%             |
| 2025-12-17 | 0.0000%             |
| 2025-12-18 | 0.0000%             |
| 2025-12-19 | 0.0000%             |
| 2025-12-22 | 0.0000%             |
| 2025-12-23 | 0.0000%             |
| 2025-12-24 | 0.0000%             |
| 2025-12-26 | 0.0000%             |
| 2025-12-29 | 0.0000%             |
| 2025-12-30 | 0.0000%             |
| 2025-12-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 0.0000                      |
|  |  |
| 2025-12-02 | 0.0000                      |
|  |  |
| 2025-12-03 | 0.0000                      |
|  |  |
| 2025-12-04 | 0.0000                      |
|  |  |
| 2025-12-05 | 0.0000                      |
|  |  |
| 2025-12-08 | 0.0000                      |
|  |  |
| 2025-12-09 | 0.0000                      |
|  |  |
| 2025-12-10 | 0.0000                      |
|  |  |
| 2025-12-11 | 0.0000                      |
|  |  |
| 2025-12-12 | 0.0000                      |
|  |  |
| 2025-12-15 | 0.0000                      |
|  |  |
| 2025-12-16 | 0.0000                      |
|  |  |
| 2025-12-17 | 0.0000                      |
|  |  |
| 2025-12-18 | 0.0000                      |
|  |  |
| 2025-12-19 | 0.0000                      |
|  |  |
| 2025-12-22 | 0.0000                      |
|  |  |
| 2025-12-23 | 0.0000                      |
|  |  |
| 2025-12-24 | 0.0000                      |
|  |  |
| 2025-12-26 | 0.0000                      |
|  |  |
| 2025-12-29 | 0.0000                      |
|  |  |
| 2025-12-30 | 0.0000                      |
|  |  |
| 2025-12-31 | 0.0000                      |
|  |  |

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

### Class: Government Cash Management Portfolio

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $32461481978.87

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 870955.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.0000          |
|  |  |
| 2025-12-02 | 0.0000          |
|  |  |
| 2025-12-03 | 0.0000          |
|  |  |
| 2025-12-04 | 0.0000          |
|  |  |
| 2025-12-05 | 0.0000          |
|  |  |
| 2025-12-08 | 0.0000          |
|  |  |
| 2025-12-09 | 0.0000          |
|  |  |
| 2025-12-10 | 0.0000          |
|  |  |
| 2025-12-11 | 0.0000          |
|  |  |
| 2025-12-12 | 0.0000          |
|  |  |
| 2025-12-15 | 0.0000          |
|  |  |
| 2025-12-16 | 0.0000          |
|  |  |
| 2025-12-17 | 0.0000          |
|  |  |
| 2025-12-18 | 0.0000          |
|  |  |
| 2025-12-19 | 0.0000          |
|  |  |
| 2025-12-22 | 0.0000          |
|  |  |
| 2025-12-23 | 0.0000          |
|  |  |
| 2025-12-24 | 0.0000          |
|  |  |
| 2025-12-26 | 0.0000          |
|  |  |
| 2025-12-29 | 0.0000          |
|  |  |
| 2025-12-30 | 0.0000          |
|  |  |
| 2025-12-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $0.00                     | $0.00                   |
| 2025-12-02 | $0.00                     | $0.00                   |
| 2025-12-03 | $0.00                     | $0.00                   |
| 2025-12-04 | $0.00                     | $0.00                   |
| 2025-12-05 | $0.00                     | $0.00                   |
| 2025-12-08 | $0.00                     | $0.00                   |
| 2025-12-09 | $0.00                     | $0.00                   |
| 2025-12-10 | $0.00                     | $0.00                   |
| 2025-12-11 | $0.00                     | $0.00                   |
| 2025-12-12 | $0.00                     | $0.00                   |
| 2025-12-15 | $0.00                     | $0.00                   |
| 2025-12-16 | $0.00                     | $0.00                   |
| 2025-12-17 | $0.00                     | $0.00                   |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $0.00                     | $0.00                   |
| 2025-12-22 | $0.00                     | $0.00                   |
| 2025-12-23 | $0.00                     | $0.00                   |
| 2025-12-24 | $0.00                     | $0.00                   |
| 2025-12-26 | $0.00                     | $0.00                   |
| 2025-12-29 | $0.00                     | $0.00                   |
| 2025-12-30 | $0.00                     | $0.00                   |
| 2025-12-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 0.0000%           |
| 2025-12-02 | 0.0000%           |
| 2025-12-03 | 0.0000%           |
| 2025-12-04 | 0.0000%           |
| 2025-12-05 | 0.0000%           |
| 2025-12-08 | 0.0000%           |
| 2025-12-09 | 0.0000%           |
| 2025-12-10 | 0.0000%           |
| 2025-12-11 | 0.0000%           |
| 2025-12-12 | 0.0000%           |
| 2025-12-15 | 0.0000%           |
| 2025-12-16 | 0.0000%           |
| 2025-12-17 | 0.0000%           |
| 2025-12-18 | 0.0000%           |
| 2025-12-19 | 0.0000%           |
| 2025-12-22 | 0.0000%           |
| 2025-12-23 | 0.0000%           |
| 2025-12-24 | 0.0000%           |
| 2025-12-26 | 0.0000%           |
| 2025-12-29 | 0.0000%           |
| 2025-12-30 | 0.0000%           |
| 2025-12-31 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_3.70_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2027-01-01      | 3.0000%  | 0.0000% | $10110339.00       | $60909.15          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-01-01      | 4.0000%  | 0.0000% | $1681000.00        | $160105.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-07-01      | 3.0000%  | 0.0000% | $1996000.00        | $240773.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-12-01      | 3.5000%  | 0.0000% | $523000.00         | $39970.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-04-01      | 3.5000%  | 0.0000% | $532000.00         | $76057.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 3.0000%  | 0.0000% | $312730.00         | $34005.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $292.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $45344289.00       | $37500273.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $27696.00          | $25094.53          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $151999.00         | $110503.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-11-01      | 4.5000%  | 0.0000% | $12681.00          | $7349.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $72584704.00       | $57065736.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $419000.00         | $313710.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $44352.00          | $25049.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $14000.00          | $12047.47          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-10-01      | 5.0000%  | 0.0000% | $155041.00         | $106131.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $6036296.00        | $5607016.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 4.0000%  | 0.0000% | $143865.00         | $134691.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-11-01      | 6.0000%  | 0.0000% | $99551.00          | $100285.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $5760416.00        | $4907807.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $17063400.00       | $17345782.99       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $69340.00          | $69648.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $5450.00           | $5499.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $1008.00           | $1001.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $14294736.00       | $14303939.56       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $896796.00         | $914574.69         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $99157.00          | $100845.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $6574288.00        | $6353896.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $4071256.00        | $4111790.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $121973.00         | $125936.31         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $17799732.00       | $18241133.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $26201760.00       | $25129866.06       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $961.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 3.5000%  | 0.0000% | $234000.00         | $207177.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $2310740.00        | $2327699.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.5000%  | 0.0000% | $13226720.00       | $12355735.88       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $2098388.00        | $2107583.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $932.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $974.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $23342783.00       | $23750515.83       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.5000%  | 0.0000% | $2048.00           | $350.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.0000%  | 0.0000% | $1024.00           | $171.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $269.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $681.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $9684100.00        | $6402518.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $25093024.00       | $17229544.64       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $712.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $2048.00           | $488.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $2048.00           | $538.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $224.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $8311455.00        | $6548980.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1013.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-08-01      | 3.5000%  | 0.0000% | $1024.00           | $300.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $2048.00           | $311.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2060-01-01      | 3.0000%  | 0.0000% | $1024.00           | $738.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1024.00           | $324.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $147.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $494.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $644.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $769.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1024.00           | $866.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $25476864.00       | $17964259.26       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $1040.00           | $312.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $2048.00           | $399.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $1008.00           | $494.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $2048.00           | $870.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $857.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $858.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $29651264.00       | $22774011.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $22147000.00       | $15765211.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $950.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $45126482.00       | $36903147.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1344.00           | $1289.02           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 4.0000%  | 0.0000% | $10793632.00       | $10051716.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $936.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1034.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-10-01      | 2.0000%  | 0.0000% | $1024.00           | $665.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $1024.00           | $633.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $964.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $9190068.00        | $9103119.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $24120.00          | $25078.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $23784.00          | $25043.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-02-01      | 5.5000%  | 0.0000% | $38656.00          | $552.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-10-01      | 7.0000%  | 0.0000% | $999000.00         | $35472.27          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-02-01      | 3.0000%  | 0.0000% | $2998000.00        | $26421.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-12-01      | 4.0000%  | 0.0000% | $12047808.00       | $898981.39         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-31      | 3.7500%  | 0.0000% | $131381200.00      | $132241221.34      | U.S. Treasuries (including strips) |

### Security 2: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_3.83_0102
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $60912100.00       | $62967969.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $244829800.00      | $248345300.34      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $148598400.00      | $149996585.21      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-11-15      | 4.0000%  | 0.0000% | $21349700.00       | $21220467.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $62149000.00       | $62225276.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $1730000.00        | $1720904.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $14600300.00       | $14523542.85       | U.S. Treasuries (including strips) |

### Security 3: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_3.84_0102
- **C.18 - Value (incl. sponsor support):** $525000000.00
- **C.18.a - Value (excl. sponsor support):** $525000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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.      | 2037-03-01      | 2.0000%  | 0.0000% | $3000.00           | $2797.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $3086224.00        | $2314321.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $772.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $762.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $887.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $856.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 4.5000%  | 0.0000% | $106000.00         | $96224.54          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $209.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $415.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $197.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $654.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $21216.00          | $20203.17          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $656.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $643497.00         | $412641.72         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 3.5000%  | 0.0000% | $666755.00         | $514163.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $756.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $674000.00         | $506626.23         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $135.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.5000%  | 0.0000% | $28116224.00       | $4809140.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 4.0000%  | 0.0000% | $1024.00           | $158.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.0000%  | 0.0000% | $1024.00           | $171.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $2916296.00        | $1242415.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.5000%  | 0.0000% | $1019.00           | $181.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $694.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $23255904.00       | $15843291.23       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $681.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $661.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $712.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $741.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $596.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $763.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $3192420.00        | $2179118.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $708.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $21766624.00       | $9911670.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $200860416.00      | $57931727.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $324.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $18809472.00       | $5964854.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $494.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $11816760.00       | $10391778.28       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $20569519.00       | $16264950.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $981.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $1024.00           | $770.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1024.00           | $866.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $967.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2543900.00        | $1827300.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $898.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $860.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $10356992.00       | $8323087.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $999.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $230.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $1040.00           | $312.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $89004928.00       | $17364154.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $1024.00           | $435.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $302.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $65482880.00       | $27228744.79       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2234464.00        | $1129245.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $14307456.00       | $10989014.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $725.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1240722.00        | $924697.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1024.00           | $897.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $837.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $855.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $13172940.00       | $11126744.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $982.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $960.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $65000.00          | $27229.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 4.0000%  | 0.0000% | $2048.00           | $716.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $640.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $808.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $46000.00          | $39903.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-04-01      | 6.5000%  | 0.0000% | $7003976.00        | $38777.99          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-02-01      | 5.5000%  | 0.0000% | $1024.00           | $14.64             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-10-01      | 7.0000%  | 0.0000% | $1000.00           | $35.51             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $54.42             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-12-01      | 4.0000%  | 0.0000% | $1168.00           | $87.16             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-01-01      | 3.5000%  | 0.0000% | $200196.00         | $25117.79          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-01-01      | 3.0000%  | 0.0000% | $1008.00           | $6.08              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-07-01      | 3.0000%  | 0.0000% | $1000.00           | $120.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $76.42             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $1367500.00        | $123393.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 3.0000%  | 0.0000% | $3270.00           | $355.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $101003.00         | $32401.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-06-01      | 2.5000%  | 0.0000% | $18720.00          | $11731.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $59000.00          | $44447.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $2545664.00        | $2001388.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $748.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $836.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-10-01      | 5.0000%  | 0.0000% | $1000.00           | $684.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $986.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $936.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-12-01      | 5.5000%  | 0.0000% | $13563288.00       | $13980512.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $962.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $4466984.00        | $4240951.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $851.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1007.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1008.00           | $1032.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1031.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $10977800.00       | $10969766.93       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $6420544.00        | $6674901.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1020.41           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1088.00           | $1088.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1140564.00        | $1169489.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $4211380.00        | $4375336.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $11868624.00       | $12078027.96       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1049.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $982.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $961.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.5000%  | 0.0000% | $1008.00           | $941.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $18197272.00       | $18515127.21       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $12643800.00       | $12134966.57       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 3.5000%  | 0.0000% | $1024.00           | $961.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1052.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-12-01      | 5.5000%  | 0.0000% | $25738208.00       | $26384863.31       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $1024.00           | $933.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1000.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $981.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1024.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $28620544.00       | $28477451.92       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $1022.00           | $1072.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $16678400.00       | $16920306.50       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $16936320.00       | $14506539.55       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 2.0000%  | 0.0000% | $11344800.00       | $9274733.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1120.00           | $1141.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $10568912.00       | $8689996.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $889.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $570.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $807.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $878.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $978.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $2424756.00        | $1690597.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $948.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $957.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1012.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $78840.00          | $73539.62          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $7319520.00        | $6989455.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $15368848.00       | $13686885.98       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-01-20      | 6.5000%  | 0.0000% | $1000.00           | $177.18            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-07-20      | 5.0000%  | 0.0000% | $24999000.00       | $18491706.34       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2044-02-15      | 4.0000%  | 0.0000% | $9496.00           | $1004.67           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2063-09-20      | 5.5000%  | 0.0000% | $1000.00           | $593.09            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-11-20      | 5.0000%  | 0.0000% | $9475000.00        | $8929690.90        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-12-20      | 6.0000%  | 0.0000% | $6151000.00        | $6377744.31        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-12-20      | 6.5000%  | 0.0000% | $1605419.00        | $1689330.51        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-12-20      | 6.0000%  | 0.0000% | $3742180.00        | $3877834.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 3.5000%  | 0.0000% | $2904784.00        | $2457386.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $385.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $778.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $710.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $7969720.00        | $6411327.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 3.0000%  | 0.0000% | $10502112.00       | $5722130.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-12-01      | 3.5000%  | 0.0000% | $1000.00           | $729.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-04-01      | 4.0000%  | 0.0000% | $1000.00           | $245.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-03-01      | 5.0000%  | 0.0000% | $1000.00           | $106.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-02-01      | 4.5000%  | 0.0000% | $3020556.00        | $227157.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $244.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1024.00           | $269.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $224.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $895.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1046.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1066478.00        | $1112760.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $5637480.00        | $5781737.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1004.00           | $1032.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1912820.00        | $1967720.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1014.00           | $1053.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $925.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1035.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1012.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1014.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1011.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-08-01      | 3.5000%  | 0.0000% | $40125056.00       | $11758358.31       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 4.0000%  | 0.0000% | $1024.00           | $328.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $432.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2080.00           | $434.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $615897.00         | $55082.44          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2026-12-24      | 0.0000%  | 0.0000% | $100.00            | $96.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2041-11-15      | 3.1250%  | 0.0000% | $200.00            | $166.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $83.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $78.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $144.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2047-11-15      | 2.7500%  | 0.0000% | $2582900.00        | $1859053.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2055-08-15      | 4.7500%  | 0.0000% | $16711600.00       | $16832366.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-30      | 3.5000%  | 0.0000% | $21162900.00       | $21362024.98       | U.S. Treasuries (including strips) |

### Security 4: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.830000%
- **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_3.83_0102
- **C.18 - Value (incl. sponsor support):** $1350000000.00
- **C.18.a - Value (excl. sponsor support):** $1350000000.00
- **C.19 - Percentage of Net Assets:** 4.1600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2050-11-25      | 2.5000%  | 0.0000% | $74292480.00       | $6794355.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $51115150.00       | $33314319.22       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $25393000.00       | $23933350.73       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2050-05-20      | 3.0000%  | 0.0000% | $173468905.00      | $41850599.90       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-07-20      | 6.5000%  | 0.0000% | $64989098.00       | $33991860.62       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2026-10-01      | 6.3550%  | 0.0000% | $2371.00           | $0.33              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-09-01      | 5.6970%  | 0.0000% | $236408.00         | $0.12              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2034-05-01      | 6.5000%  | 0.0000% | $2839.00           | $13.16             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2035-12-01      | 6.0800%  | 0.0000% | $5819.00           | $18.95             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-10-01      | 6.3850%  | 0.0000% | $2351.00           | $13.73             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2035-12-01      | 6.3590%  | 0.0000% | $4112.00           | $54.76             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2034-12-01      | 6.2260%  | 0.0000% | $2994.00           | $4.23              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-09-01      | 6.3000%  | 0.0000% | $1006.00           | $63.34             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 6.5000%  | 0.0000% | $1031.00           | $6.22              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-09-01      | 6.5000%  | 0.0000% | $5606.00           | $0.57              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 4.0000%  | 0.0000% | $1025.00           | $167.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-06-01      | 6.4260%  | 0.0000% | $5875.00           | $470.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-01-01      | 6.5000%  | 0.0000% | $4573.00           | $0.34              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 5.5000%  | 0.0000% | $1015.00           | $7.00              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-11-01      | 5.0000%  | 0.0000% | $1000.00           | $66.09             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-05-01      | 5.5000%  | 0.0000% | $1000.00           | $8.65              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2027-04-01      | 3.0000%  | 0.0000% | $15236727.00       | $127283.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 5.0000%  | 0.0000% | $6325.00           | $494.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $10401776.00       | $8185574.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.0000%  | 0.0000% | $493991.00         | $397796.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $39.89             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 7.0000%  | 0.0000% | $5001.00           | $5341.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.5000%  | 0.0000% | $1466900.00        | $1525971.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.0000%  | 0.0000% | $9007.00           | $6832.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-06-01      | 4.6650%  | 0.0000% | $6465.00           | $1.80              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-11-01      | 5.4500%  | 0.0000% | $5395.00           | $0.69              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2029-09-01      | 5.6250%  | 0.0000% | $11864.00          | $1.36              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-05-01      | 4.7710%  | 0.0000% | $3679.00           | $0.22              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2038-07-01      | 6.3080%  | 0.0000% | $2557.00           | $1.54              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-08-01      | 4.5000%  | 0.0000% | $10559.00          | $61.36             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-03-01      | 6.1100%  | 0.0000% | $1318.00           | $11.44             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2034-08-01      | 6.1900%  | 0.0000% | $1902.00           | $7.16              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2035-04-01      | 5.5000%  | 0.0000% | $2303.00           | $15.54             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2035-11-01      | 5.8990%  | 0.0000% | $59663.00          | $490.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $768000.00         | $395006.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $9888020.00        | $5980651.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $16942600.00       | $14138909.73       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-02-01      | 4.5000%  | 0.0000% | $12721312.00       | $11535953.87       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $42404417.00       | $37743842.26       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2037-01-01      | 6.0000%  | 0.0000% | $15048.00          | $96.99             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2038-02-01      | 6.0000%  | 0.0000% | $3000.00           | $20.71             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $2313.00           | $31.07             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $187055536.00      | $14648030.35       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $3202843.00        | $3255176.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $48208858.00       | $49667426.88       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2045-10-20      | 4.0000%  | 0.0000% | $1151.00           | $86.25             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2047-04-20      | 4.5000%  | 0.0000% | $1262.00           | $98.25             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2048-05-20      | 3.5000%  | 0.0000% | $49237418.00       | $5802299.50        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2049-01-20      | 4.0000%  | 0.0000% | $563583029.00      | $44432154.73       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2051-07-20      | 2.0000%  | 0.0000% | $177052240.00      | $98190809.02       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2052-11-20      | 4.0000%  | 0.0000% | $1082.00           | $820.43            | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-02-20      | 5.5000%  | 0.0000% | $9305221.00        | $6346038.07        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-07-20      | 6.5000%  | 0.0000% | $73809127.00       | $38605083.54       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-06-15      | 7.0000%  | 0.0000% | $7575600.00        | $7801014.49        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1028.64           | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-10-20      | 7.0000%  | 0.0000% | $1016.00           | $1062.60           | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-05-20      | 5.5000%  | 0.0000% | $11398918.00       | $11321365.88       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2052-03-20      | 3.0000%  | 0.0000% | $4000000.00        | $2632711.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $3359340.00        | $2515180.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $412000.00         | $338005.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2045-01-01      | 5.5000%  | 0.0000% | $1361000.00        | $1074415.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-11-01      | 4.5000%  | 0.0000% | $21390898.00       | $20863156.91       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $4287923.00        | $4174095.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 7.0000%  | 0.0000% | $27683.00          | $29512.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1706797.00        | $1577464.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $9000.00           | $9230.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $50450.00          | $52436.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $2548862.00        | $2648464.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $7102.00           | $7273.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 3.0000%  | 0.0000% | $4321634.00        | $3727884.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $743467.00         | $595019.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $633490.00         | $553746.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $20096101.00       | $19895273.62       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $13824820.00       | $13871082.53       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2046-01-20      | 3.5000%  | 0.0000% | $49996999.00       | $4842808.01        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2048-11-20      | 4.0000%  | 0.0000% | $64878592.00       | $5912702.66        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2050-05-20      | 3.0000%  | 0.0000% | $353742131.00      | $85342790.35       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2051-07-20      | 2.0000%  | 0.0000% | $47923764.00       | $26577879.83       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-06-20      | 6.0000%  | 0.0000% | $14081402.00       | $8328533.50        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2052-07-20      | 4.5000%  | 0.0000% | $21518.00          | $15928.09          | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2052-11-20      | 4.0000%  | 0.0000% | $12810144.00       | $9713294.27        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2051-03-20      | 2.5000%  | 0.0000% | $979165.00         | $595984.85         | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2053-05-15      | 7.0000%  | 0.0000% | $3772848.00        | $3491723.91        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-03-20      | 7.5000%  | 0.0000% | $2596200.00        | $2670557.77        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-11-20      | 6.5000%  | 0.0000% | $4716479.00        | $5014955.09        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-11-20      | 6.5000%  | 0.0000% | $3998327.00        | $4251359.80        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-08-20      | 7.0000%  | 0.0000% | $10000.00          | $10518.45          | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-10-20      | 7.0000%  | 0.0000% | $15990176.00       | $16723538.77       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2054-12-20      | 5.0000%  | 0.0000% | $8451330.00        | $8001159.85        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $27354200.00       | $26586959.11       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2055-09-20      | 5.0000%  | 0.0000% | $36168488.00       | $36185881.50       | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2041-10-15      | 4.0000%  | 0.0000% | $45557417.00       | $1991495.34        | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2042-01-15      | 4.0000%  | 0.0000% | $181829159.00      | $9411555.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-10-01      | 6.4240%  | 0.0000% | $1567.00           | $50.85             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-06-01      | 6.0000%  | 0.0000% | $6218.00           | $14.17             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 3.5000%  | 0.0000% | $43849000.00       | $4597228.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.5000%  | 0.0000% | $1499000.00        | $985010.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $9991000.00        | $8497348.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $30748.00          | $26690.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 3.5000%  | 0.0000% | $2906991.00        | $532939.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-07-01      | 2.0000%  | 0.0000% | $1642000.00        | $997760.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.5000%  | 0.0000% | $1589000.00        | $1548068.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $2027960.00        | $2057512.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $1041958.00        | $967832.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $6240982.00        | $5896365.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 2.5000%  | 0.0000% | $777783.00         | $482088.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-11-01      | 5.4500%  | 0.0000% | $6284.00           | $0.81              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2044-02-01      | 4.5000%  | 0.0000% | $1303192.00        | $211933.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $1543660.00        | $1622551.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $18427778.00       | $17480017.48       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $9098243.00        | $3896062.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $3113520.00        | $3199703.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $131167.00         | $136053.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-09-01      | 7.0000%  | 0.0000% | $1645490.00        | $1745280.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $8175175.00        | $8499542.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2049-02-01      | 4.0000%  | 0.0000% | $46060992.00       | $6763462.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $4232704.00        | $4279075.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $3203284.00        | $2274174.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $15454080.00       | $10637580.79       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $3183711.00        | $2133256.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $656000.00         | $300735.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $3114335.00        | $1462110.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $3097000.00        | $1643751.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $8000.00           | $5222.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2066263.00        | $1517247.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-06-01      | 4.0000%  | 0.0000% | $2233704.00        | $1402706.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2049-02-01      | 3.0000%  | 0.0000% | $4382672.00        | $3814084.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $10247492.00       | $10461843.56       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $20469218.00       | $21198833.06       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2049-02-01      | 3.0000%  | 0.0000% | $2269864.00        | $407163.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $375000.00         | $230128.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $8670168.00        | $7940378.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $44708.00          | $45021.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $2993852.00        | $3186237.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $28409360.00       | $28791778.81       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2044-04-01      | 5.5000%  | 0.0000% | $5049000.00        | $3700913.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2042-01-01      | 2.0000%  | 0.0000% | $44600.00          | $28014.19          | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                    | 2037-02-15      | 4.7500%  | 0.0000% | $5246800.00        | $5607987.08        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2048-11-15      | 3.3750%  | 0.0000% | $96017200.00       | $76811712.34       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2052-05-15      | 2.8750%  | 0.0000% | $89506400.00       | $63313901.84       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2043-05-15      | 3.8750%  | 0.0000% | $20000200.00       | $18140062.06       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2045-11-15      | 4.6250%  | 0.0000% | $26289900.00       | $25988540.76       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2027-04-30      | 2.7500%  | 0.0000% | $27805300.00       | $27668024.62       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2030-09-30      | 4.6250%  | 0.0000% | $35829000.00       | $37727204.67       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2030-10-31      | 3.6250%  | 0.0000% | $19575800.00       | $19652506.31       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2027-06-30      | 3.2500%  | 0.0000% | $96515500.00       | $96216688.01       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2028-05-15      | 3.7500%  | 0.0000% | $32500.00          | $32852.79          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2036-02-15      | 0.0000%  | 0.0000% | $0.12              | $0.08              | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2037-05-15      | 0.0000%  | 0.0000% | $0.52              | $0.31              | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2039-11-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2040-02-15      | 0.0000%  | 0.0000% | $0.72              | $0.37              | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2040-08-15      | 0.0000%  | 0.0000% | $0.09              | $0.04              | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2042-08-15      | 0.0000%  | 0.0000% | $0.12              | $0.05              | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2046-11-15      | 0.0000%  | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2049-05-15      | 0.0000%  | 0.0000% | $0.09              | $0.03              | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2029-08-15      | 0.0000%  | 0.0000% | $1.81              | $1.59              | U.S. Treasuries (including strips)        |

### Security 5: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799K008, C.3 - LEI: N/A, C.5 - Other ID: 06799K008_3.50_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2026-05-28      | 0.0000%  | 0.0000% | $45947000.00       | $45295517.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 0.0000%  | 0.0000% | $100.00            | $39.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $8300000.00        | $8743988.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 0.0000%  | 0.0000% | $108480382.47      | $79378350.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 0.0000%  | 0.0000% | $283001344.00      | $202061261.61      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-02-15      | 0.0000%  | 0.0000% | $254107648.00      | $155176425.62      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-05-15      | 0.0000%  | 0.0000% | $934.51            | $472.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 0.0000%  | 0.0000% | $44413091.84       | $19343944.50       | U.S. Treasuries (including strips) |

### Security 6: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 3.820000%
- **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_3.82_0102
- **C.18 - Value (incl. sponsor support):** $172000000.00
- **C.18.a - Value (excl. sponsor support):** $172000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $75.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $598500.00         | $788726.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $95.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $133543000.00      | $160395412.87      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $116.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $301400.00         | $299815.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 0.0000%  | 0.0000% | $15595536.32       | $6683576.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-08-15      | 0.0000%  | 0.0000% | $0.67              | $0.28              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-23      | 0.0000%  | 0.0000% | $7351800.00        | $7272180.01        | U.S. Treasuries (including strips) |

### Security 7: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 3.820000%
- **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_3.82_0102
- **C.18 - Value (incl. sponsor support):** $250100000.00
- **C.18.a - Value (excl. sponsor support):** $250100000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-05-15      | 0.0000%  | 0.0000% | $277364978.38      | $255102001.03      | U.S. Treasuries (including strips) |

### Security 8: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 3.830000%
- **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_3.83_0102
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2054-10-01      | 6.5000%  | 0.0000% | $1240360.00        | $1204629.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $163000.00         | $156441.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $31808.00          | $30494.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1208186.00        | $1219149.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $201183.00         | $199459.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1319906.00        | $1273738.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $258012.00         | $254042.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1933668.00        | $1744570.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1400126.00        | $1424408.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $1543798.00        | $1619121.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $1449464.00        | $1444852.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $5956096.00        | $6174696.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $2528140.00        | $2664026.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 7.0000%  | 0.0000% | $1183336.00        | $1256873.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1534214.00        | $1602484.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 6.0000%  | 0.0000% | $7044936.00        | $157841.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.5000%  | 0.0000% | $3521076.00        | $305229.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $230043.00         | $220201.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $116476.00         | $115158.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $3746884.00        | $3440102.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $29943.00          | $28284.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.5000%  | 0.0000% | $91001600.00       | $1848345.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 7.0000%  | 0.0000% | $15310704.00       | $3071118.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 4.0000%  | 0.0000% | $20000000.00       | $1001904.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.0000%  | 0.0000% | $6361250.00        | $719178.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 3.5000%  | 0.0000% | $10545680.00       | $1571748.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $2980000.00        | $738461.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 4.0000%  | 0.0000% | $10000000.00       | $1681086.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $2810000.00        | $475524.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $12500000.00       | $3634134.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $94523.00          | $20742.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 4.0000%  | 0.0000% | $1500000.00        | $70784.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-02-01      | 3.5000%  | 0.0000% | $4800000.00        | $371729.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 5.5000%  | 0.0000% | $14714389.00       | $90271.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $2121264.00        | $812814.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $2381404.00        | $2413400.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $2634080.00        | $2436782.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 7.0000%  | 0.0000% | $1752924.00        | $1762843.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $3558120.00        | $3585467.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $29793024.00       | $30365995.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $80537856.00       | $81861010.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 3.0000%  | 0.0000% | $1815304.00        | $1072080.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $1500000.00        | $1220263.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 3.5000%  | 0.0000% | $32169088.00       | $28240344.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $88408064.00       | $89998159.97       | Agency Mortgage-Backed Securities |

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53E6, C.4 - ISIN: US3130B53E63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175496672.52
- **C.18.a - Value (excl. sponsor support):** $175496672.52
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **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):** $219995954.20
- **C.18.a - Value (excl. sponsor support):** $219995954.20
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5EN4, C.4 - ISIN: US3130B5EN41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $176003402.08
- **C.18.a - Value (excl. sponsor support):** $176003402.08
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RJ9, C.4 - ISIN: US3130B5RJ91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205024446.25
- **C.18.a - Value (excl. sponsor support):** $205024446.25
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.830000%
- **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):** $87521227.50
- **C.18.a - Value (excl. sponsor support):** $87521227.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SD9, C.4 - ISIN: US3130B6SD95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49995373.50
- **C.18.a - Value (excl. sponsor support):** $49995373.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7E42, C.4 - ISIN: US3130B7E424, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128493104.69
- **C.18.a - Value (excl. sponsor support):** $128493104.69
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TJ3, C.4 - ISIN: US3130B7TJ30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84047984.16
- **C.18.a - Value (excl. sponsor support):** $84047984.16
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TP9, C.4 - ISIN: US3130B7TP99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125080383.75
- **C.18.a - Value (excl. sponsor support):** $125080383.75
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84B5, C.4 - ISIN: US3130B84B51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149996796.00
- **C.18.a - Value (excl. sponsor support):** $149996796.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85P3, C.4 - ISIN: US3130B85P39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128996711.79
- **C.18.a - Value (excl. sponsor support):** $128996711.79
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119997076.80
- **C.18.a - Value (excl. sponsor support):** $119997076.80
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $636484781.29
- **C.18.a - Value (excl. sponsor support):** $636484781.29
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8J37, C.4 - ISIN: US3130B8J371, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $325495592.73
- **C.18.a - Value (excl. sponsor support):** $325495592.73
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249996692.50
- **C.18.a - Value (excl. sponsor support):** $249996692.50
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QN5, C.4 - ISIN: US3130B8QN51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205001744.55
- **C.18.a - Value (excl. sponsor support):** $205001744.55
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SA7, C.4 - ISIN: US313313SA72, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $207594400.00
- **C.18.a - Value (excl. sponsor support):** $207594400.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SR0, C.4 - ISIN: US313313SR08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $83213838.82
- **C.18.a - Value (excl. sponsor support):** $83213838.82
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VM7, C.4 - ISIN: US313313VM73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13363267.55
- **C.18.a - Value (excl. sponsor support):** $13363267.55
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **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 28: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WD6, C.4 - ISIN: US313313WD65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74863598.50
- **C.18.a - Value (excl. sponsor support):** $74863598.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **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 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $25664994.35
- **C.18.a - Value (excl. sponsor support):** $25664994.35
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385RL2
- **C.18 - Value (incl. sponsor support):** $429748450.00
- **C.18.a - Value (excl. sponsor support):** $429748450.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $46719671.32
- **C.18.a - Value (excl. sponsor support):** $46719671.32
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.4 - ISIN: US313385TU05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198787556.00
- **C.18.a - Value (excl. sponsor support):** $198787556.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124753618.53
- **C.18.a - Value (excl. sponsor support):** $124753618.53
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VM5, C.4 - ISIN: US313385VM50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69291016.90
- **C.18.a - Value (excl. sponsor support):** $69291016.90
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **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 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124402147.50
- **C.18.a - Value (excl. sponsor support):** $124402147.50
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WR3, C.4 - ISIN: US313385WR39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204363625.23
- **C.18.a - Value (excl. sponsor support):** $204363625.23
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **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: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp.
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397RS2, C.4 - ISIN: US313397RS23, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $559344800.00
- **C.18.a - Value (excl. sponsor support):** $559344800.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp.
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397SL6, C.4 - ISIN: US313397SL60, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $408800750.00
- **C.18.a - Value (excl. sponsor support):** $408800750.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **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? Yes, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.840000%
- **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):** $176038155.04
- **C.18.a - Value (excl. sponsor support):** $176038155.04
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **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):** $89998190.10
- **C.18.a - Value (excl. sponsor support):** $89998190.10
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.845000%
- **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):** $59026229.63
- **C.18.a - Value (excl. sponsor support):** $59026229.63
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **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):** $86548340.53
- **C.18.a - Value (excl. sponsor support):** $86548340.53
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.845000%
- **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):** $260427414.00
- **C.18.a - Value (excl. sponsor support):** $260427414.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89994977.10
- **C.18.a - Value (excl. sponsor support):** $89994977.10
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2H9, C.4 - ISIN: US3133ET2H94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150993094.77
- **C.18.a - Value (excl. sponsor support):** $150993094.77
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49999651.00
- **C.18.a - Value (excl. sponsor support):** $49999651.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETD20, C.4 - ISIN: US3133ETD205, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $165993539.28
- **C.18.a - Value (excl. sponsor support):** $165993539.28
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **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):** $68783818.24
- **C.18.a - Value (excl. sponsor support):** $68783818.24
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **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):** $85993556.02
- **C.18.a - Value (excl. sponsor support):** $85993556.02
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **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):** $128950892.28
- **C.18.a - Value (excl. sponsor support):** $128950892.28
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **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):** $178998627.07
- **C.18.a - Value (excl. sponsor support):** $178998627.07
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.825000%
- **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):** $63547304.33
- **C.18.a - Value (excl. sponsor support):** $63547304.33
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **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):** $54997347.35
- **C.18.a - Value (excl. sponsor support):** $54997347.35
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999270.00
- **C.18.a - Value (excl. sponsor support):** $24999270.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127233572.03
- **C.18.a - Value (excl. sponsor support):** $127233572.03
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUW5, C.4 - ISIN: US3133ETUW52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $210000180.60
- **C.18.a - Value (excl. sponsor support):** $210000180.60
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.855000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVX2, C.4 - ISIN: US3133ETVX27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $246966161.00
- **C.18.a - Value (excl. sponsor support):** $246966161.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **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):** $262771477.19
- **C.18.a - Value (excl. sponsor support):** $262771477.19
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **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):** $55028191.35
- **C.18.a - Value (excl. sponsor support):** $55028191.35
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.820000%
- **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):** $26508791.64
- **C.18.a - Value (excl. sponsor support):** $26508791.64
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $73552846.50
- **C.18.a - Value (excl. sponsor support):** $73552846.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $200333650.00
- **C.18.a - Value (excl. sponsor support):** $200333650.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc.
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589RW5, C.4 - ISIN: US313589RW58, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $334477400.00
- **C.18.a - Value (excl. sponsor support):** $334477400.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.810000%
- **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):** $130555877.49
- **C.18.a - Value (excl. sponsor support):** $130555877.49
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.830000%
- **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):** $60029250.00
- **C.18.a - Value (excl. sponsor support):** $60029250.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.845000%
- **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):** $213420985.98
- **C.18.a - Value (excl. sponsor support):** $213420985.98
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.850000%
- **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):** $367194065.93
- **C.18.a - Value (excl. sponsor support):** $367194065.93
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.850000%
- **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):** $73788730.55
- **C.18.a - Value (excl. sponsor support):** $73788730.55
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.850000%
- **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):** $237966488.00
- **C.18.a - Value (excl. sponsor support):** $237966488.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.520000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_3.52_0102
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2045-11-15      | 0.0000%  | 0.0000% | $400.00            | $150.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-02-15      | 0.0000%  | 0.0000% | $21905400.00       | $7738038.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-15      | 6.0000%  | 0.0000% | $196300.00         | $201238.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 2.5000%  | 0.0000% | $7089100.00        | $5115345.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 0.0000%  | 0.0000% | $100.00            | $91.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $88110000.00       | $88945018.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 0.0000%  | 0.0000% | $6.24              | $4.96              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-15      | 0.0000%  | 0.0000% | $0.91              | $0.91              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 0.0000%  | 0.0000% | $9.64              | $8.27              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-11-15      | 0.0000%  | 0.0000% | $1.15              | $0.31              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-11-15      | 0.0000%  | 0.0000% | $61.44             | $34.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-08-15      | 0.0000%  | 0.0000% | $182.40            | $67.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-05-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |

### Security 71: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_3.82_0102
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2040-10-01      | 4.5000%  | 0.0000% | $1181978.00        | $1143569.13        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2050-10-20      | 3.5000%  | 0.0000% | $139149312.00      | $43201068.05       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2046-01-20      | 4.0000%  | 0.0000% | $2387228.00        | $586699.04         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2048-04-20      | 4.0000%  | 0.0000% | $77960.00          | $11142.99          | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-01-20      | 6.5000%  | 0.0000% | $1627038.00        | $1416205.06        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-03-20      | 6.5000%  | 0.0000% | $26253536.00       | $20228220.34       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2054-11-20      | 4.5000%  | 0.0000% | $190579200.00      | $178874760.01      | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-07-20      | 3.0000%  | 0.0000% | $98322400.00       | $58358996.45       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2052-02-20      | 2.5000%  | 0.0000% | $500703.00         | $424465.08         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2052-05-20      | 3.0000%  | 0.0000% | $53445000.00       | $47571813.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $622146.00         | $110215.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-09-01      | 3.0000%  | 0.0000% | $5284822.00        | $101949.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-09-01      | 3.5000%  | 0.0000% | $7607000.00        | $476163.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-11-01      | 2.5000%  | 0.0000% | $100000.00         | $13170.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 4.0000%  | 0.0000% | $345000.00         | $37843.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.0000%  | 0.0000% | $4406600.00        | $3251307.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $6123816.00        | $4539296.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $13625000.00       | $11451620.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-09-01      | 2.5000%  | 0.0000% | $152362.00         | $15163.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.0000%  | 0.0000% | $66951.00          | $48845.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 4.5000%  | 0.0000% | $500000.00         | $398141.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $6234192.00        | $4622148.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.5000%  | 0.0000% | $255000.00         | $111856.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $680000.00         | $489560.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-11-01      | 2.0000%  | 0.0000% | $31996000.00       | $19628112.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 5.5000%  | 0.0000% | $320841.00         | $6277.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.5000%  | 0.0000% | $618266.00         | $29488.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $220000.00         | $37686.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $322957.00         | $36461.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-12-01      | 2.5000%  | 0.0000% | $2425000.00        | $76799.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 3.0000%  | 0.0000% | $1909428.00        | $49775.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.0000%  | 0.0000% | $37100.00          | $7870.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 2.5000%  | 0.0000% | $65000.00          | $6434.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 3.0000%  | 0.0000% | $80000.00          | $9651.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $110000.00         | $22215.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $1122739.00        | $98426.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 5.5000%  | 0.0000% | $3413784.00        | $67005.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 7.0000%  | 0.0000% | $1039700.00        | $827127.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $227997.00         | $60308.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.5000%  | 0.0000% | $394348.00         | $75093.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $101000.00         | $34663.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4166000.00        | $610305.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $300000.00         | $55482.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 6.0000%  | 0.0000% | $1187806.00        | $894750.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.5000%  | 0.0000% | $2005000.00        | $1178011.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $11540352.00       | $9066096.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 4.5000%  | 0.0000% | $203894000.00      | $198399319.32      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 4.0000%  | 0.0000% | $112000.00         | $78365.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $100000.00         | $69885.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 2.5000%  | 0.0000% | $710000.00         | $74102.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 6.0000%  | 0.0000% | $500000.00         | $21456.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 3.5000%  | 0.0000% | $2271532.00        | $42580.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-10-01      | 4.5000%  | 0.0000% | $5416656.00        | $68284.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $173000.00         | $12298.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 2.5000%  | 0.0000% | $355456.00         | $65881.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 6.5000%  | 0.0000% | $54000000.00       | $824067.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $2100000.00        | $1874008.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-09-01      | 3.0000%  | 0.0000% | $336000.00         | $38192.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-04-01      | 3.5000%  | 0.0000% | $45000.00          | $5623.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 5.0000%  | 0.0000% | $313106.00         | $24323.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 4.0000%  | 0.0000% | $300000.00         | $32704.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-11-01      | 6.0000%  | 0.0000% | $425000.00         | $6637.98           | Agency Mortgage-Backed Securities |

### Security 72: HSBC USA, Inc.

- **C.1 - Title:** HSBC USA, Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 4049YJ005, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 4049YJ005_3.83_0102
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2038-05-15      | 0.0000%  | 0.0000% | $43700000.00       | $25793662.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 0.0000%  | 0.0000% | $67808500.00       | $33240404.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-11-15      | 1.3750%  | 0.0000% | $7816900.00        | $5111035.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 4.6250%  | 0.0000% | $77851800.00       | $77279828.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 0.0000%  | 0.0000% | $6890000.00        | $6569298.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 0.0000%  | 0.0000% | $22000.00          | $16659.90          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 0.0000%  | 0.0000% | $900000.00         | $865350.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 0.0000%  | 0.0000% | $900000.00         | $835939.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $14209600.00       | $18474429.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-15      | 3.8750%  | 0.0000% | $202800.00         | $206417.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $50216000.00       | $51862458.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 0.0000%  | 0.0000% | $63990251.52       | $46823586.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 0.0000%  | 0.0000% | $48104960.00       | $35634951.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-15      | 0.0000%  | 0.0000% | $61612769.28       | $61337914.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 0.0000%  | 0.0000% | $12088197.12       | $11520317.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 0.0000%  | 0.0000% | $22348677.12       | $20554838.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 0.0000%  | 0.0000% | $28982768.79       | $11872907.17       | U.S. Treasuries (including strips) |

### Security 73: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_3.65_0102
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2046-05-15      | 0.0000%  | 0.0000% | $12977900.00       | $4767652.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 3.8750%  | 0.0000% | $26300000.00       | $23853943.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $6060700.00        | $5773140.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 1.5000%  | 0.0000% | $10602200.00       | $10028445.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $70000.00          | $73126.53          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $122986200.00      | $124757687.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-02-15      | 0.0000%  | 0.0000% | $131822549.46      | $85068914.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-02-15      | 0.0000%  | 0.0000% | $60519423.81       | $16241960.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-08-15      | 0.0000%  | 0.0000% | $4681354.24        | $1225545.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-08-15      | 0.0000%  | 0.0000% | $114680463.36      | $28756699.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-08-15      | 0.0000%  | 0.0000% | $12944547.84       | $5381669.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-05-15      | 0.0000%  | 0.0000% | $244841.60         | $71214.38          | U.S. Treasuries (including strips) |

### Security 74: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_3.77_0102
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $99759500.00       | $102000098.37      | U.S. Treasuries (including strips) |

### Security 75: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_3.82_0102
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2040-08-15      | 3.8750%  | 0.0000% | $10402000.00       | $9828654.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $120055200.00      | $160115607.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 0.0000%  | 0.0000% | $153760663.43      | $136055738.08      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_3.85_0102
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2051-12-25      | 3.0000%  | 0.0000% | $15038784.00       | $1510578.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-07-25      | 5.0000%  | 0.0000% | $19929400.00       | $2544403.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-12-25      | 4.0000%  | 0.0000% | $10000000.00       | $1652269.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-04-25      | 5.0000%  | 0.0000% | $94763135.00       | $14676251.89       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-25      | 5.5000%  | 0.0000% | $8048816.00        | $795274.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-10-25      | 5.5000%  | 0.0000% | $17235360.00       | $2185890.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-05-25      | 6.0000%  | 0.0000% | $3957288.00        | $778812.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-03-25      | 5.5000%  | 0.0000% | $9847632.00        | $995028.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2036-02-25      | 6.0000%  | 0.0000% | $5791672.00        | $830649.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-10-25      | 6.0000%  | 0.0000% | $5637264.00        | $865087.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-06-25      | 6.0000%  | 0.0000% | $18424500.00       | $3441309.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-02-25      | 1.0000%  | 0.0000% | $176815.00         | $2668.96           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-01-25      | 6.0000%  | 0.0000% | $31959552.00       | $5742524.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-06-25      | 6.0000%  | 0.0000% | $35628720.00       | $6665135.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-06-25      | 6.0000%  | 0.0000% | $369166.00         | $69000.45          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-02-25      | 5.0000%  | 0.0000% | $5500000.00        | $791899.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-05-25      | 6.0000%  | 0.0000% | $11999996.00       | $2569547.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2042-10-15      | 4.5000%  | 0.0000% | $94872576.00       | $954190.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-11-15      | 3.5000%  | 0.0000% | $29222200.00       | $116600.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2042-07-25      | 4.0000%  | 0.0000% | $8095310.00        | $77272.08          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2042-12-25      | 3.0000%  | 0.0000% | $24500000.00       | $134956.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-03-25      | 4.5000%  | 0.0000% | $54166589.00       | $71985.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-07-25      | 3.5000%  | 0.0000% | $32500000.00       | $432993.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-11-25      | 4.0000%  | 0.0000% | $42614016.00       | $460124.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-07-25      | 4.0000%  | 0.0000% | $48352256.00       | $851105.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-01-25      | 3.5000%  | 0.0000% | $14346336.00       | $705601.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-06-25      | 5.0000%  | 0.0000% | $162805248.00      | $9130792.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-07-25      | 3.5000%  | 0.0000% | $42139264.00       | $2697605.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-09-25      | 2.0000%  | 0.0000% | $50000000.00       | $3630132.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-12-25      | 2.0000%  | 0.0000% | $39515000.00       | $3768785.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-11-25      | 4.0000%  | 0.0000% | $88218240.00       | $6470893.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-02-25      | 3.5000%  | 0.0000% | $33838656.00       | $2256715.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-02-25      | 3.5000%  | 0.0000% | $40566528.00       | $3305962.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-25      | 3.0000%  | 0.0000% | $32910656.00       | $1929506.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-25      | 3.0000%  | 0.0000% | $27013824.00       | $1690984.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-25      | 3.0000%  | 0.0000% | $165881088.00      | $14941142.78       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-25      | 3.0000%  | 0.0000% | $36789312.00       | $3560927.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-08-25      | 3.0000%  | 0.0000% | $114032128.00      | $9129764.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-12-25      | 3.0000%  | 0.0000% | $30000000.00       | $3034504.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2061-03-25      | 0.1000%  | 0.0000% | $611723000.00      | $1952540.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2044-12-25      | 1.9631%  | 0.0000% | $73600000.00       | $1401539.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2027-03-25      | 0.5851%  | 0.0000% | $1200000.00        | $6118.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2045-07-25      | 2.1874%  | 0.0000% | $9759312.00        | $306870.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-02-25      | 2.6192%  | 0.0000% | $5000000.00        | $563323.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2044-10-25      | 2.0572%  | 0.0000% | $8733984.00        | $297028.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-01-25      | 2.2709%  | 0.0000% | $4175000.00        | $254988.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-07-25      | 1.0822%  | 0.0000% | $127726000.00      | $4273405.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-06-27      | 1.5340%  | 0.0000% | $10000000.00       | $315813.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-09-25      | 2.9541%  | 0.0000% | $4605408.00        | $531471.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-09-25      | 2.7272%  | 0.0000% | $2000000.00        | $228953.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-04-25      | 0.2241%  | 0.0000% | $150424000.00      | $1899067.80        | Agency Mortgage-Backed Securities         |

### Security 77: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 3.520000%
- **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_3.52_0102
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2026-06-18      | 0.0000%  | 0.0000% | $50000000.00       | $49187499.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-18      | 0.0000%  | 0.0000% | $9212200.00        | $9062501.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-18      | 0.0000%  | 0.0000% | $50000000.00       | $49187499.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-18      | 0.0000%  | 0.0000% | $50000000.00       | $49187499.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-18      | 0.0000%  | 0.0000% | $50000000.00       | $49187499.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-18      | 0.0000%  | 0.0000% | $50000000.00       | $49187499.66       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 3.820000%
- **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_3.82_0102
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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       | $51590461.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $49828400.00       | $51000000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51590461.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51590461.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51590461.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $20135800.00       | $20776304.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51590461.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51590461.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51590461.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51590461.95       | U.S. Treasuries (including strips) |

### Security 79: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 795993005, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795993005_3.82_0102
- **C.18 - Value (incl. sponsor support):** $126000000.00
- **C.18.a - Value (excl. sponsor support):** $126000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-07-31      | 2.6250%  | 0.0000% | $7633600.00        | $7475689.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 3.6250%  | 0.0000% | $120571900.00      | $121044352.00      | U.S. Treasuries (including strips) |

### Security 80: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.50_0102
- **C.18 - Value (incl. sponsor support):** $329300000.00
- **C.18.a - Value (excl. sponsor support):** $329300000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $14207500.00       | $14346120.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-11      | 0.0000%  | 0.0000% | $100000000.00      | $98420388.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $65098500.00       | $80165682.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $105794800.00      | $142953993.10      | U.S. Treasuries (including strips) |

### Security 81: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.82_0102
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 6.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2054-05-15      | 4.6250%  | 0.0000% | $100000000.00      | $97583804.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $521475900.00      | $520697122.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-05-15      | 5.0000%  | 0.0000% | $150000000.00      | $155828043.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $23000000.00       | $24365625.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-02-15      | 3.0000%  | 0.0000% | $65000000.00       | $49435548.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $250605500.00      | $253089296.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $197758300.00      | $203956177.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-01-15      | 1.7500%  | 0.0000% | $550000000.00      | $585026662.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $45584000.00       | $48036370.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $100000000.00      | $101981464.00      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399209260.00
- **C.18.a - Value (excl. sponsor support):** $399209260.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 83: 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):** $184120571.05
- **C.18.a - Value (excl. sponsor support):** $184120571.05
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 84: 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):** $183622900.70
- **C.18.a - Value (excl. sponsor support):** $183622900.70
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 85: 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):** $358315723.28
- **C.18.a - Value (excl. sponsor support):** $358315723.28
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 86: 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):** $345514750.00
- **C.18.a - Value (excl. sponsor support):** $345514750.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 87: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $319479803.28
- **C.18.a - Value (excl. sponsor support):** $319479803.28
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $540000000.00
- **C.18.a - Value (excl. sponsor support):** $540000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: 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):** $549795415.05
- **C.18.a - Value (excl. sponsor support):** $549795415.05
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 90: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $410689845.73
- **C.18.a - Value (excl. sponsor support):** $410689845.73
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **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 91: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $495946065.00
- **C.18.a - Value (excl. sponsor support):** $495946065.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $307246812.50
- **C.18.a - Value (excl. sponsor support):** $307246812.50
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399292132.00
- **C.18.a - Value (excl. sponsor support):** $399292132.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $348167145.92
- **C.18.a - Value (excl. sponsor support):** $348167145.92
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397918276.00
- **C.18.a - Value (excl. sponsor support):** $397918276.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $345266085.50
- **C.18.a - Value (excl. sponsor support):** $345266085.50
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $321447628.43
- **C.18.a - Value (excl. sponsor support):** $321447628.43
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $319521718.75
- **C.18.a - Value (excl. sponsor support):** $319521718.75
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $346022890.50
- **C.18.a - Value (excl. sponsor support):** $346022890.50
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.847100%
- **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):** $834983600.60
- **C.18.a - Value (excl. sponsor support):** $834983600.60
- **C.19 - Percentage of Net Assets:** 2.5700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **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 101: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.752100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $714535622.18
- **C.18.a - Value (excl. sponsor support):** $714535622.18
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.820000%
- **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_3.82_0102
- **C.18 - Value (incl. sponsor support):** $291000000.00
- **C.18.a - Value (excl. sponsor support):** $291000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2026-08-15      | 6.7500%  | 0.0000% | $11010385.12       | $11504999.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-08-15      | 3.8750%  | 0.0000% | $5385718.88        | $5088864.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 2.7500%  | 0.0000% | $6878148.75        | $5336222.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 2.7500%  | 0.0000% | $20005995.38       | $14585320.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-02-15      | 3.0000%  | 0.0000% | $82967701.12       | $63052714.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-05-15      | 2.8750%  | 0.0000% | $167397.75         | $121455.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 2.2500%  | 0.0000% | $32743392.75       | $24295502.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-08-15      | 1.7500%  | 0.0000% | $252195768.38      | $172597109.47      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 3.2500%  | 0.0000% | $155976.00         | $131316.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-11-15      | 4.7500%  | 0.0000% | $107088.00         | $106496.44         | U.S. Treasuries (including strips) |

### Security 103: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.830000%
- **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_3.83_0102
- **C.18 - Value (incl. sponsor support):** $607900000.00
- **C.18.a - Value (excl. sponsor support):** $607900000.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2055-11-01      | 5.5000%  | 0.0000% | $1155550.36        | $1183251.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $1118925.06        | $1164574.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 5.5000%  | 0.0000% | $758299.86         | $787403.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $216142.22         | $32564.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 4.0000%  | 0.0000% | $9516722.46        | $1923864.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $20268.06          | $2485.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $2701.78           | $385.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $37149.44          | $9932.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $28868495.56       | $7713871.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $752126.30         | $157523.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 2.0000%  | 0.0000% | $1762707.37        | $938917.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $2132407.16        | $1447041.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 4.0000%  | 0.0000% | $67544.44          | $19049.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $382960.11         | $307099.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 7.5000%  | 0.0000% | $13508888.89       | $15828.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.0000%  | 0.0000% | $33772222.22       | $7189286.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 3.5000%  | 0.0000% | $64785179.59       | $13441730.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 3.5000%  | 0.0000% | $90509.56          | $3026.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $16210.67          | $3144.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 4.0000%  | 0.0000% | $8780.78           | $505.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-09-01      | 7.5000%  | 0.0000% | $620033.68         | $1066.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 5.5000%  | 0.0000% | $99353.15          | $880.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $12433470.56       | $11846494.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $895991.92         | $933258.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.5000%  | 0.0000% | $1866544.12        | $1916756.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.0000%  | 0.0000% | $2426482.16        | $2362178.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 7.0000%  | 0.0000% | $793332.47         | $842332.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2938200.22        | $3062129.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $1369323.79        | $1448869.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $720040.66         | $739532.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 5.0000%  | 0.0000% | $7922211.56        | $7965068.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 4.0000%  | 0.0000% | $12896139.20       | $12328656.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $15922346.45       | $15133634.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $39568914.14       | $40014905.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $203478.31         | $179738.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $6679556.57        | $5669766.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $145019229.21      | $142448147.13      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $42663366.95       | $38629968.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $34788279.79       | $31390006.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $17015868.04       | $17513942.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 6.0000%  | 0.0000% | $9683310.70        | $9997041.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $39963593.89       | $41481831.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $21187397.40       | $22630358.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $27354524.66       | $27778811.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $8376813.37        | $8754613.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $4836814.44        | $5144202.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $2342526.44        | $849635.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 2.0000%  | 0.0000% | $675444.44         | $208195.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $1838559.78        | $1025644.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $74298.89          | $30292.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 2.0000%  | 0.0000% | $9907304.29        | $6119377.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $860893.12         | $584593.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $2601812.00        | $1637146.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $1350888.89        | $888341.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $338397.67         | $242716.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 3.0000%  | 0.0000% | $4728.11           | $2748.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $22425098.68       | $16151873.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $114778578.39      | $96000760.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1215800.00        | $803879.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $7572240.83        | $7968399.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 6.0000%  | 0.0000% | $1404924.44        | $21821.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 5.5000%  | 0.0000% | $2678137.22        | $15974.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 5.0000%  | 0.0000% | $182370.00         | $385.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 6.0000%  | 0.0000% | $337722.22         | $1944.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 5.0000%  | 0.0000% | $506583.33         | $16698.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 4.0000%  | 0.0000% | $4265431.67        | $61103.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $104592.57         | $20782.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-01      | 3.5000%  | 0.0000% | $6079.00           | $427.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 3.0000%  | 0.0000% | $754471.44         | $114962.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $2025.66           | $391.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 2.0000%  | 0.0000% | $1013166.67        | $274944.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.0000%  | 0.0000% | $97939.44          | $90776.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 4.5000%  | 0.0000% | $401721.93         | $368505.65         | Agency Mortgage-Backed Securities |

### Security 104: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.820000%
- **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_3.82_0102
- **C.18 - Value (incl. sponsor support):** $751000000.00
- **C.18.a - Value (excl. sponsor support):** $751000000.00
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2026-02-19      | 0.0000%  | 0.0000% | $1000.00           | $995.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 0.7500%  | 0.0000% | $60800.00          | $60316.51          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $19800.00          | $17816.44          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 1.2500%  | 0.0000% | $69539600.00       | $65673430.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 4.1250%  | 0.0000% | $200.00            | $206.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $1260800.00        | $1298847.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $31368000.00       | $32307767.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $30000200.00       | $30878990.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $108.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $1000.00           | $1022.30           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $39632400.00       | $41003865.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $19141700.00       | $19540401.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $800000.00         | $826230.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $300.00            | $302.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $84891100.00       | $85232192.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 0.0000%  | 0.0000% | $313.23            | $223.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 0.0000%  | 0.0000% | $50869700.95       | $35414163.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-08-15      | 0.0000%  | 0.0000% | $19.81             | $10.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-12      | 0.0000%  | 0.0000% | $900.00            | $893.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $100.00            | $37.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 0.0000%  | 0.0000% | $200.00            | $72.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-02-15      | 1.3750%  | 0.0000% | $2067500.00        | $2440864.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $75.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-05-15      | 2.8750%  | 0.0000% | $130786000.00      | $94906340.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 2.2500%  | 0.0000% | $79443400.00       | $58959325.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $82.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 4.6250%  | 0.0000% | $200.00            | $198.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 4.7500%  | 0.0000% | $1000.00           | $1017.68           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-05-15      | 5.0000%  | 0.0000% | $286660800.00      | $297589625.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-08-15      | 4.8750%  | 0.0000% | $2400.00           | $2479.50           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.6250%  | 0.0000% | $24800.00          | $24473.22          | U.S. Treasuries (including strips) |

### Security 105: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_3.83_0102
- **C.18 - Value (incl. sponsor support):** $1673000000.00
- **C.18.a - Value (excl. sponsor support):** $1673000000.00
- **C.19 - Percentage of Net Assets:** 5.1500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 2.0000%  | 0.0000% | $325000.00         | $225786.51         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $828.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $895.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.0000%  | 0.0000% | $1464532.00        | $187784.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $72899920.00       | $16194357.90       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $34929280.00       | $4671522.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $977.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1083594.00        | $1131918.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1535424.00        | $1513735.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $356906.00         | $375679.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $10673632.00       | $10994365.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 3.5000%  | 0.0000% | $1000.00           | $911.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $93.00             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.0000%  | 0.0000% | $1004.00           | $131.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $640000.00         | $233767.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $252.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1633682.00        | $1331010.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $5149632.00        | $4511593.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $6994024.00        | $6087622.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $1297854.00        | $1164864.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $267993.00         | $231746.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $2627540.00        | $692535.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $164.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $904612.00         | $366897.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $265000.00         | $119222.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $565.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $5885584.00        | $4293219.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $75000.00          | $60312.62          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $94996.00          | $77002.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $972591.00         | $714158.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1072946.00        | $862682.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $7925490.00        | $5900972.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $20379400.00       | $18143080.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $748.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $10870.00          | $9632.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $108001.00         | $73456.69          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 3.5000%  | 0.0000% | $2702.00           | $329.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $194.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $40489070.00       | $8923152.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $3386.00           | $307.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 3.5000%  | 0.0000% | $1109.00           | $115.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $5029.00           | $890.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $98538.00          | $69668.41          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $32469261.00       | $28418185.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $16237342.00       | $11814609.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $738.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $861.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1012.00           | $873.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $875.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $5562932.00        | $4840518.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1089.00           | $974.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.0000%  | 0.0000% | $698761.00         | $668360.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $66180.00          | $54200.20          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 3.5000%  | 0.0000% | $1070.00           | $911.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.0000%  | 0.0000% | $7507734.00        | $776548.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.0000%  | 0.0000% | $83953.00          | $15008.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $334.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $948.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.0000%  | 0.0000% | $1091.00           | $810.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.5000%  | 0.0000% | $48804974.00       | $38007744.77       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.0000%  | 0.0000% | $18000.00          | $14044.29          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $814.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $853.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-01-01      | 3.5000%  | 0.0000% | $1000.00           | $83.29             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-04-01      | 3.5000%  | 0.0000% | $1000.00           | $88.23             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.0000%  | 0.0000% | $124807.00         | $8038.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $147.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $24600992.00       | $22782355.04       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $1361346.00        | $1153552.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $293392.00         | $33911.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $931102.00         | $298699.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $521.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $60503000.00       | $33479743.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $376.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $543733.00         | $416859.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $62031.00          | $47915.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 4.0000%  | 0.0000% | $362424.00         | $293733.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $1152.00           | $952.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $35568309.00       | $28185646.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $26064960.00       | $18172063.74       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $1016.00           | $443.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $912.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $14840448.00       | $14482540.79       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $3948468.00        | $2179276.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $27917500.00       | $22489569.79       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 4.5000%  | 0.0000% | $1504.00           | $1345.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $26091274.00       | $21339859.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $993.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1102.00           | $1081.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $17065792.00       | $14613609.02       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 4.0000%  | 0.0000% | $1357980.00        | $1241522.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $927.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $972.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $1024.00           | $629.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $2287380.00        | $1605015.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $46028000.00       | $29976740.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $718.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $26000.00          | $20550.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $739.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 7.0000%  | 0.0000% | $53300000.00       | $41844074.62       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $14389949.00       | $12482944.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $16743680.00       | $11824288.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $55108864.00       | $48066814.26       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $9671232.00        | $9694059.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $132500.00         | $129122.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $25063904.00       | $25185702.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $997.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $21204299.00       | $21696215.76       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $3599494.00        | $3658967.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $61189632.00       | $63162980.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $3190352.00        | $2628165.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $1093.00           | $100.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-04-01      | 6.5000%  | 0.0000% | $222000.00         | $29897.09          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-01      | 6.0000%  | 0.0000% | $1019.00           | $17.69             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 5.5000%  | 0.0000% | $284998572.00      | $2577306.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-02-01      | 3.0000%  | 0.0000% | $1995000.00        | $211961.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-07-01      | 3.5000%  | 0.0000% | $1022000.00        | $130496.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $2250000.00        | $257267.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $272291.00         | $259520.35         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $8782432.00        | $7964902.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $949.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $816.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $50684240.00       | $50035380.81       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $904.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $958.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1049.00           | $1098.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $10405680.00       | $10245886.59       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1589220.00        | $1658400.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $10384.00          | $9798.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $41632.00          | $42659.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $329784.00         | $323841.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1055.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1176072.00        | $1230615.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1017.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1019.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $57794.00          | $59968.62          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1023.00           | $1002.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $27418272.00       | $27446690.89       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $893.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $981.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $34094481.00       | $30889025.98       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $977.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $945.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1536.00           | $1575.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.5000%  | 0.0000% | $1285380.00        | $1147628.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $832.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $815.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $834.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $10148440.00       | $9331218.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $962.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1034.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $1542272.00        | $1626138.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $4600008.00        | $4708279.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $1101367.00        | $1138795.12        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2045-04-20      | 3.5000%  | 0.0000% | $6287.00           | $454.75            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2047-07-20      | 3.5000%  | 0.0000% | $1600.00           | $192.00            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2048-02-20      | 5.0000%  | 0.0000% | $254496.00         | $22143.29          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-04-20      | 3.5000%  | 0.0000% | $1000.00           | $688.07            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-06-20      | 4.0000%  | 0.0000% | $980253.00         | $704507.88         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-03-20      | 2.0000%  | 0.0000% | $202720.00         | $102712.71         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-05-20      | 2.5000%  | 0.0000% | $409533846.00      | $213108232.44      | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-08-20      | 5.0000%  | 0.0000% | $2082.00           | $1530.28           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-10-20      | 5.5000%  | 0.0000% | $210160.00         | $143289.73         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-10-20      | 4.0000%  | 0.0000% | $59874420.00       | $44824057.57       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-07-20      | 5.5000%  | 0.0000% | $50000000.00       | $37742175.86       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-02-20      | 3.0000%  | 0.0000% | $40000.00          | $28440.69          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $870.12            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-05-20      | 3.5000%  | 0.0000% | $31785000.00       | $24890912.35       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2066-11-15      | 5.5700%  | 0.0000% | $1211264.00        | $1274621.18        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-03-15      | 4.7400%  | 0.0000% | $1000.00           | $970.53            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2035-12-20      | 5.5000%  | 0.0000% | $749000.00         | $232823.37         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-07-20      | 3.5000%  | 0.0000% | $2619768.00        | $2085170.60        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1010.78           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 6.5000%  | 0.0000% | $4100695.00        | $4283936.87        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1039.92           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1008.18           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-10-20      | 4.0000%  | 0.0000% | $1008.00           | $937.97            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-07-20      | 6.5000%  | 0.0000% | $183554000.00      | $187615269.71      | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-10-20      | 5.5000%  | 0.0000% | $14758431.00       | $15048129.00       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 5.5000%  | 0.0000% | $4759984.00        | $4810912.60        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-10-20      | 6.0000%  | 0.0000% | $199168512.00      | $203033136.57      | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-12-20      | 6.5000%  | 0.0000% | $6144960.00        | $6383394.69        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2035-10-20      | 5.5000%  | 0.0000% | $1457000.00        | $25059.81          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2037-07-20      | 6.0000%  | 0.0000% | $1000.00           | $10.23             | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2038-07-20      | 5.5000%  | 0.0000% | $6993860.00        | $52685.23          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2038-11-20      | 6.0000%  | 0.0000% | $1000.00           | $30.04             | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2041-02-15      | 4.0000%  | 0.0000% | $294846.00         | $36594.38          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2041-08-15      | 4.0000%  | 0.0000% | $1010.00           | $56.75             | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2042-06-15      | 4.0000%  | 0.0000% | $1024.00           | $43.43             | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2042-05-20      | 4.0000%  | 0.0000% | $30269387.00       | $1708102.24        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2045-12-20      | 4.0000%  | 0.0000% | $39614208.00       | $3511574.49        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-11-20      | 3.5000%  | 0.0000% | $51493696.00       | $21273100.04       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-11-20      | 3.5000%  | 0.0000% | $1024.00           | $395.99            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-12-20      | 4.0000%  | 0.0000% | $1024.00           | $342.27            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-08-20      | 5.0000%  | 0.0000% | $43958272.00       | $32141349.48       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-10-20      | 2.5000%  | 0.0000% | $997000.00         | $568501.74         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-10-20      | 3.0000%  | 0.0000% | $30615838.00       | $21970028.41       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-10-20      | 3.0000%  | 0.0000% | $16646784.00       | $10237604.07       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-01-20      | 4.0000%  | 0.0000% | $1000.00           | $853.13            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2038-09-15      | 6.0000%  | 0.0000% | $1000.00           | $8.24              | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2038-10-15      | 6.5000%  | 0.0000% | $1000.00           | $7.92              | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2039-11-15      | 5.5000%  | 0.0000% | $1000.00           | $11.11             | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2026-02-19      | 0.0000%  | 0.0000% | $237500.00         | $236379.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2043-05-15      | 0.0000%  | 0.0000% | $5772700.00        | $2503048.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2046-08-15      | 0.0000%  | 0.0000% | $1700.00           | $616.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $72.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2047-11-15      | 2.7500%  | 0.0000% | $1000.00           | $719.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $48.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2040-08-15      | 1.1250%  | 0.0000% | $24100.00          | $15303.13          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2051-02-15      | 0.1250%  | 0.0000% | $104227000.00      | $70770334.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2053-02-15      | 1.5000%  | 0.0000% | $300.00            | $259.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2043-05-15      | 3.8750%  | 0.0000% | $200.00            | $181.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 2.2500%  | 0.0000% | $5835200.00        | $5723614.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-15      | 0.5000%  | 0.0000% | $1700.00           | $2210.23           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-04-30      | 2.3750%  | 0.0000% | $85000.00          | $85013.44          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-11-15      | 0.8750%  | 0.0000% | $12700.00          | $11134.54          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-02-15      | 1.8750%  | 0.0000% | $400100.00         | $360447.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-31      | 2.5000%  | 0.0000% | $780800.00         | $776196.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.2500%  | 0.0000% | $79000.00          | $78742.07          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-02-28      | 4.0000%  | 0.0000% | $344000.00         | $353516.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-31      | 3.6250%  | 0.0000% | $400.00            | $402.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-01-15      | 1.7500%  | 0.0000% | $2200.00           | $2341.19           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-28      | 4.2500%  | 0.0000% | $7796000.00        | $8072884.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-03-31      | 4.1250%  | 0.0000% | $1514000.00        | $1558349.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-31      | 4.0000%  | 0.0000% | $200.00            | $203.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-08-15      | 0.0000%  | 0.0000% | $75430.22          | $52512.56          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2039-08-15      | 0.0000%  | 0.0000% | $94.91             | $50.16             | U.S. Treasuries (including strips) |

### Security 106: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 987UQV005, C.3 - LEI: N/A, C.5 - Other ID: 987UQV005_3.50_0102
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 5.3900%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $1941859600.00     | $1750340298.69     | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Government Cash Management Portfolio

**Date:** 2026-01-08

**By:** /s/Diane Kenneally

**Name of Signing Officer:** Diane Kenneally

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