# EDGAR Filing Document

**Accession Number:** 0000205007
**File Stem:** 0001193125-26-211589
**Filing Date:** 2026-5
**Character Count:** 798665
**Document Hash:** 76ff93e2bd347cab9cd2d6eae7be2ed9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-211589.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001193125-26-211589

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SHORT-TERM INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000205007

**ORGANIZATION NAME:**
- **EIN:** 741093914
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02729
- **FILM NUMBER:** 26952500

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 713-626-1919

**MAIL ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INVESTMENTS TRUST
- **DATE OF NAME CHANGE:** 19930818

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INVESTMENTS CO
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM BOND SHARES INC
- **DATE OF NAME CHANGE:** 19800909

## Series and Classes Contracts Data

### Invesco Government & Agency Portfolio (Series ID: S000000220)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000000495 | Cash Management Class     |  |
| C000000496 | Institutional Class       |  |
| C000000497 | Personal Investment Class |  |
| C000000498 | Private Investment Class  |  |
| C000000499 | Reserve Class             |  |
| C000000500 | Resource Class            |  |
| C000029703 | Corporate Class           |  |
| C000224183 | CAVU Securities Class     |  |
| C000250407 | Premier Class             |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000205007

### General Information

**Report for (YYYY-MM-DD):** 2026-04-30

**Registrant Full Name:** SHORT TERM INVESTMENTS TRUST

**CIK Number of Registrant:** 0000205007

**LEI of Registrant:** 549300UJV6OHYATSFU27

**Name of Series:** Invesco Government & Agency Portfolio

**LEI of Series:** 5493007T1J7WZ5QI1A47

**EDGAR Series Identifier:** S000000220

**Total number of share classes in the series:** 9

**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            | Invesco Advisers, Inc.                                    | 801-33949         |
| Independent Public Accountant | Pricewaterhouse Coopers LLP<br>City: Houston<br>State: TX |  |
| Administrator                 | None                                                      |  |
| Transfer Agent                | Invesco Investment Services, Inc.<br>CIK: 0000896852      | 084-05432         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-58287

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 23 days

- **WAL:** 108 days

- **Total Value of Portfolio Securities:** $79214529991.26

- **Amortized Cost of Portfolio Securities:** $79210169002.57

- **Cash:** $1575570640.93

- **Total Other Assets:** $505706244.14

- **Total Liabilities:** $982319711.66

- **Net Assets of Series:** $80309126175.98

- **Number of Shares Outstanding (Series):** 80324759489.3500

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $39328392850.74           | $63433089935.30            | 46.7300%                  | 75.3800%                   |
| 2026-04-02 | $34051823368.56           | $59260266643.59            | 42.5900%                  | 74.1100%                   |
| 2026-04-03 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2026-04-06 | $36669644468.30           | $62177559171.90            | 44.2400%                  | 75.0200%                   |
| 2026-04-07 | $38362481631.56           | $62364466806.89            | 46.1800%                  | 75.0700%                   |
| 2026-04-08 | $38720090899.81           | $62587512334.06            | 46.4000%                  | 74.9900%                   |
| 2026-04-09 | $37682669514.38           | $63490432377.20            | 44.6700%                  | 75.2600%                   |
| 2026-04-10 | $37182800109.19           | $61339644400.59            | 45.2300%                  | 74.6100%                   |
| 2026-04-13 | $35624296622.42           | $60623729961.43            | 43.7100%                  | 74.3800%                   |
| 2026-04-14 | $36970590906.66           | $61726077034.37            | 44.6400%                  | 74.5400%                   |
| 2026-04-15 | $35540026074.71           | $61521005314.88            | 42.8500%                  | 74.1800%                   |
| 2026-04-16 | $34338834493.39           | $61213715941.14            | 41.5500%                  | 74.0700%                   |
| 2026-04-17 | $36046020760.75           | $62498432684.69            | 42.9500%                  | 74.4700%                   |
| 2026-04-20 | $34341270505.27           | $60643615762.54            | 41.8300%                  | 73.8600%                   |
| 2026-04-21 | $34264548501.87           | $59991827169.27            | 42.2200%                  | 73.9200%                   |
| 2026-04-22 | $34320772386.83           | $60598109741.73            | 41.9900%                  | 74.1300%                   |
| 2026-04-23 | $31176745452.13           | $58619006616.55            | 39.0900%                  | 73.5000%                   |
| 2026-04-24 | $30246281894.59           | $56486110106.62            | 38.9600%                  | 72.7600%                   |
| 2026-04-27 | $31417480427.14           | $57506226543.94            | 39.9400%                  | 73.1100%                   |
| 2026-04-28 | $32216493523.34           | $57641784000.26            | 40.8800%                  | 73.1500%                   |
| 2026-04-29 | $34015668294.11           | $57033805204.06            | 43.5000%                  | 72.9400%                   |
| 2026-04-30 | $34732828141.44           | $60134878575.20            | 42.7300%                  | 73.9700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7400%             |
| 2026-04-02 | 3.7400%             |
| 2026-04-03 | 0.0000%             |
| 2026-04-06 | 3.7500%             |
| 2026-04-07 | 3.7500%             |
| 2026-04-08 | 3.7400%             |
| 2026-04-09 | 3.7300%             |
| 2026-04-10 | 3.7200%             |
| 2026-04-13 | 3.7000%             |
| 2026-04-14 | 3.7100%             |
| 2026-04-15 | 3.7100%             |
| 2026-04-16 | 3.7200%             |
| 2026-04-17 | 3.7300%             |
| 2026-04-20 | 3.7500%             |
| 2026-04-21 | 3.7500%             |
| 2026-04-22 | 3.7400%             |
| 2026-04-23 | 3.7400%             |
| 2026-04-24 | 3.7400%             |
| 2026-04-27 | 3.7400%             |
| 2026-04-28 | 3.7400%             |
| 2026-04-29 | 3.7400%             |
| 2026-04-30 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 0.9999                      |
|  |  |
| 2026-04-02 | 0.9999                      |
|  |  |
| 2026-04-03 | 0.0000                      |
|  |  |
| 2026-04-06 | 0.9999                      |
|  |  |
| 2026-04-07 | 0.9999                      |
|  |  |
| 2026-04-08 | 0.9999                      |
|  |  |
| 2026-04-09 | 0.9999                      |
|  |  |
| 2026-04-10 | 0.9999                      |
|  |  |
| 2026-04-13 | 0.9999                      |
|  |  |
| 2026-04-14 | 0.9999                      |
|  |  |
| 2026-04-15 | 0.9999                      |
|  |  |
| 2026-04-16 | 0.9999                      |
|  |  |
| 2026-04-17 | 0.9999                      |
|  |  |
| 2026-04-20 | 0.9999                      |
|  |  |
| 2026-04-21 | 0.9999                      |
|  |  |
| 2026-04-22 | 0.9999                      |
|  |  |
| 2026-04-23 | 0.9999                      |
|  |  |
| 2026-04-24 | 0.9999                      |
|  |  |
| 2026-04-27 | 0.9999                      |
|  |  |
| 2026-04-28 | 0.9999                      |
|  |  |
| 2026-04-29 | 0.9998                      |
|  |  |
| 2026-04-30 | 0.9999                      |
|  |  |

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

### Class: Cash Management

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $468784981.03

- **Number of Shares Outstanding:** 468876236.6900

- **Expense Reimbursement/Waiver:** 253.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $2184132.56               | $21306.74               |
| 2026-04-02 | $339560.49                | $543000.00              |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $155000.00                | $42776.28               |
| 2026-04-07 | $0.00                     | $296500.00              |
| 2026-04-08 | $15.00                    | $1545229.72             |
| 2026-04-09 | $407363.90                | $800000.00              |
| 2026-04-10 | $1801000.00               | $0.00                   |
| 2026-04-13 | $0.00                     | $57000.00               |
| 2026-04-14 | $35000.00                 | $130000.00              |
| 2026-04-15 | $55000.00                 | $0.00                   |
| 2026-04-16 | $0.00                     | $9641050.21             |
| 2026-04-17 | $13080000.00              | $0.30                   |
| 2026-04-20 | $0.00                     | $1495300.00             |
| 2026-04-21 | $1020647.76               | $0.00                   |
| 2026-04-22 | $0.00                     | $6000.00                |
| 2026-04-23 | $0.00                     | $848326.06              |
| 2026-04-24 | $0.00                     | $4990149.59             |
| 2026-04-27 | $0.00                     | $1275264.43             |
| 2026-04-28 | $29496000.00              | $0.00                   |
| 2026-04-29 | $1793000.00               | $26000.00               |
| 2026-04-30 | $2600.00                  | $745067.23              |

**Total Gross Subscriptions (Month):** $50369319.71

**Total Gross Redemptions (Month):** $22462970.56

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5000%           |
| 2026-04-02 | 3.5000%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 3.5100%           |
| 2026-04-07 | 3.5100%           |
| 2026-04-08 | 3.5100%           |
| 2026-04-09 | 3.5000%           |
| 2026-04-10 | 3.4900%           |
| 2026-04-13 | 3.4700%           |
| 2026-04-14 | 3.4700%           |
| 2026-04-15 | 3.4800%           |
| 2026-04-16 | 3.4900%           |
| 2026-04-17 | 3.5000%           |
| 2026-04-20 | 3.5100%           |
| 2026-04-21 | 3.5100%           |
| 2026-04-22 | 3.5100%           |
| 2026-04-23 | 3.5000%           |
| 2026-04-24 | 3.5000%           |
| 2026-04-27 | 3.5000%           |
| 2026-04-28 | 3.5000%           |
| 2026-04-29 | 3.5100%           |
| 2026-04-30 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 48.0900%         | 0.0000%              |
| Non-financial corporation                           |  | 30.4900%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $62400043962.94

- **Number of Shares Outstanding:** 62412191018.7990

- **Expense Reimbursement/Waiver:** 36046.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $4127181517.05            | $3692961798.11          |
| 2026-04-02 | $1042000311.47            | $3490427197.10          |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $4058968574.28            | $1154332890.10          |
| 2026-04-07 | $1374020771.35            | $840780317.04           |
| 2026-04-08 | $2212351506.57            | $1681472914.02          |
| 2026-04-09 | $1728652998.69            | $2536826958.05          |
| 2026-04-10 | $2107134026.66            | $1926668059.77          |
| 2026-04-13 | $1276894940.32            | $1826066585.10          |
| 2026-04-14 | $641809132.17             | $1866455244.23          |
| 2026-04-15 | $2726025450.48            | $2894503250.35          |
| 2026-04-16 | $1380385431.51            | $1337448323.50          |
| 2026-04-17 | $1276688137.69            | $835623515.19           |
| 2026-04-20 | $1452958916.56            | $1040746819.47          |
| 2026-04-21 | $1233420361.81            | $1149670566.26          |
| 2026-04-22 | $2767843216.98            | $2004589816.18          |
| 2026-04-23 | $2410322127.28            | $3440311193.76          |
| 2026-04-24 | $1099735635.94            | $1941953798.81          |
| 2026-04-27 | $2153220016.47            | $1308884153.44          |
| 2026-04-28 | $1245062405.89            | $1604571487.85          |
| 2026-04-29 | $2140043813.72            | $2894715770.64          |
| 2026-04-30 | $2395433234.74            | $2367537818.87          |

**Total Gross Subscriptions (Month):** $40850152527.63

**Total Gross Redemptions (Month):** $41836548477.84

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5800%           |
| 2026-04-02 | 3.5800%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 3.5900%           |
| 2026-04-07 | 3.5900%           |
| 2026-04-08 | 3.5900%           |
| 2026-04-09 | 3.5800%           |
| 2026-04-10 | 3.5700%           |
| 2026-04-13 | 3.5500%           |
| 2026-04-14 | 3.5500%           |
| 2026-04-15 | 3.5600%           |
| 2026-04-16 | 3.5700%           |
| 2026-04-17 | 3.5700%           |
| 2026-04-20 | 3.5900%           |
| 2026-04-21 | 3.5900%           |
| 2026-04-22 | 3.5900%           |
| 2026-04-23 | 3.5800%           |
| 2026-04-24 | 3.5800%           |
| 2026-04-27 | 3.5800%           |
| 2026-04-28 | 3.5800%           |
| 2026-04-29 | 3.5900%           |
| 2026-04-30 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 5.1800%          | 0.0000%              |
| Non-financial corporation |  | 24.9400%         | 0.0000%              |

### Class: Personal

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $94116766.14

- **Number of Shares Outstanding:** 94135087.3100

- **Expense Reimbursement/Waiver:** 53.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $330663.12                | $1723907.58             |
| 2026-04-02 | $864501.71                | $3785950.87             |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $8194142.74               | $1063163.31             |
| 2026-04-07 | $1097578.60               | $1714365.83             |
| 2026-04-08 | $2408357.14               | $652072.88              |
| 2026-04-09 | $855574.36                | $1006673.22             |
| 2026-04-10 | $597163.58                | $784115.44              |
| 2026-04-13 | $1432272.73               | $910391.44              |
| 2026-04-14 | $3181844.26               | $968353.38              |
| 2026-04-15 | $499901.88                | $2599546.04             |
| 2026-04-16 | $411880.54                | $3819007.46             |
| 2026-04-17 | $791835.91                | $699713.04              |
| 2026-04-20 | $1179376.48               | $313437.53              |
| 2026-04-21 | $2207417.18               | $113747.71              |
| 2026-04-22 | $2361152.46               | $1665776.05             |
| 2026-04-23 | $1918393.73               | $1338146.87             |
| 2026-04-24 | $719561.45                | $590764.23              |
| 2026-04-27 | $965594.44                | $657684.06              |
| 2026-04-28 | $3186231.74               | $285453.57              |
| 2026-04-29 | $475415.77                | $1568921.03             |
| 2026-04-30 | $190978.52                | $4439581.07             |

**Total Gross Subscriptions (Month):** $33869838.34

**Total Gross Redemptions (Month):** $30700772.61

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.0300%           |
| 2026-04-02 | 3.0300%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 3.0400%           |
| 2026-04-07 | 3.0400%           |
| 2026-04-08 | 3.0400%           |
| 2026-04-09 | 3.0300%           |
| 2026-04-10 | 3.0200%           |
| 2026-04-13 | 3.0000%           |
| 2026-04-14 | 3.0000%           |
| 2026-04-15 | 3.0100%           |
| 2026-04-16 | 3.0200%           |
| 2026-04-17 | 3.0300%           |
| 2026-04-20 | 3.0400%           |
| 2026-04-21 | 3.0400%           |
| 2026-04-22 | 3.0400%           |
| 2026-04-23 | 3.0300%           |
| 2026-04-24 | 3.0300%           |
| 2026-04-27 | 3.0300%           |
| 2026-04-28 | 3.0300%           |
| 2026-04-29 | 3.0400%           |
| 2026-04-30 | 3.0400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 37.2500%         | 0.0000%              |
| Retail investor           |  | 9.9500%          | 0.0000%              |

### Class: Private

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1020375265.21

- **Number of Shares Outstanding:** 1020573895.7600

- **Expense Reimbursement/Waiver:** 594.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $10643523.27              | $22650571.26            |
| 2026-04-02 | $22494482.70              | $7408941.84             |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $7580172.87               | $15091307.85            |
| 2026-04-07 | $13834482.97              | $4067304.89             |
| 2026-04-08 | $8405373.77               | $4999712.59             |
| 2026-04-09 | $6938017.79               | $12944659.89            |
| 2026-04-10 | $6739750.65               | $6028737.12             |
| 2026-04-13 | $5776612.99               | $36037181.39            |
| 2026-04-14 | $5099851.92               | $12304015.20            |
| 2026-04-15 | $4492002.63               | $15289088.07            |
| 2026-04-16 | $4346497.89               | $5966833.13             |
| 2026-04-17 | $4175524.40               | $14383075.13            |
| 2026-04-20 | $6793345.07               | $3394219.54             |
| 2026-04-21 | $26940987.37              | $6977453.36             |
| 2026-04-22 | $8574966.27               | $5056541.80             |
| 2026-04-23 | $4040060.26               | $6776265.19             |
| 2026-04-24 | $5614729.62               | $5987801.92             |
| 2026-04-27 | $10772204.98              | $32220720.06            |
| 2026-04-28 | $64232141.31              | $30673322.57            |
| 2026-04-29 | $28307214.69              | $42843451.28            |
| 2026-04-30 | $26524850.00              | $37816686.60            |

**Total Gross Subscriptions (Month):** $282326793.42

**Total Gross Redemptions (Month):** $328917890.68

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.2800%           |
| 2026-04-02 | 3.2800%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 3.2900%           |
| 2026-04-07 | 3.2900%           |
| 2026-04-08 | 3.2900%           |
| 2026-04-09 | 3.2800%           |
| 2026-04-10 | 3.2700%           |
| 2026-04-13 | 3.2500%           |
| 2026-04-14 | 3.2500%           |
| 2026-04-15 | 3.2600%           |
| 2026-04-16 | 3.2700%           |
| 2026-04-17 | 3.2800%           |
| 2026-04-20 | 3.2900%           |
| 2026-04-21 | 3.2900%           |
| 2026-04-22 | 3.2900%           |
| 2026-04-23 | 3.2800%           |
| 2026-04-24 | 3.2800%           |
| 2026-04-27 | 3.2800%           |
| 2026-04-28 | 3.2800%           |
| 2026-04-29 | 3.2900%           |
| 2026-04-30 | 3.2900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 47.4900%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.3500%          | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1178098684.34

- **Number of Shares Outstanding:** 1178328018.0100

- **Expense Reimbursement/Waiver:** 907.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9998          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9998          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9997          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $4704290.12               | $81518.21               |
| 2026-04-02 | $3790721.95               | $375067.10              |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $387726.66                | $5840523.92             |
| 2026-04-07 | $3520086.82               | $60768.79               |
| 2026-04-08 | $871372.96                | $215309.83              |
| 2026-04-09 | $30155.08                 | $5376118.09             |
| 2026-04-10 | $2245364.28               | $4615390.93             |
| 2026-04-13 | $933887.61                | $247915.59              |
| 2026-04-14 | $668158.45                | $200001418.57           |
| 2026-04-15 | $604870.78                | $12351165.60            |
| 2026-04-16 | $1638294.06               | $160822.37              |
| 2026-04-17 | $22984436.39              | $974205.86              |
| 2026-04-20 | $60079.58                 | $96805786.87            |
| 2026-04-21 | $244055.45                | $3951556.33             |
| 2026-04-22 | $7291783.76               | $30732.29               |
| 2026-04-23 | $11634.85                 | $5790084.67             |
| 2026-04-24 | $3231597.02               | $400016412.83           |
| 2026-04-27 | $85696.21                 | $6127798.36             |
| 2026-04-28 | $37297070.09              | $477540.21              |
| 2026-04-29 | $208389.16                | $1674318.77             |
| 2026-04-30 | $7371098.77               | $295499.73              |

**Total Gross Subscriptions (Month):** $98180770.05

**Total Gross Redemptions (Month):** $745469954.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 2.7100%           |
| 2026-04-02 | 2.7100%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 2.7200%           |
| 2026-04-07 | 2.7200%           |
| 2026-04-08 | 2.7200%           |
| 2026-04-09 | 2.7100%           |
| 2026-04-10 | 2.7000%           |
| 2026-04-13 | 2.6800%           |
| 2026-04-14 | 2.6800%           |
| 2026-04-15 | 2.6900%           |
| 2026-04-16 | 2.7000%           |
| 2026-04-17 | 2.7100%           |
| 2026-04-20 | 2.7200%           |
| 2026-04-21 | 2.7200%           |
| 2026-04-22 | 2.7200%           |
| 2026-04-23 | 2.7100%           |
| 2026-04-24 | 2.7100%           |
| 2026-04-27 | 2.7100%           |
| 2026-04-28 | 2.7100%           |
| 2026-04-29 | 2.7200%           |
| 2026-04-30 | 2.7200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 37.0600%         | 0.0000%              |
| Depository institution or other banking institution |  | 59.7100%         | 0.0000%              |

### Class: Resource

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $111024765.28

- **Number of Shares Outstanding:** 111046377.8300

- **Expense Reimbursement/Waiver:** 90.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9998          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9998          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $3316380.63               | $3764284.54             |
| 2026-04-02 | $2388384.10               | $6041899.53             |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $13033483.74              | $10406763.25            |
| 2026-04-07 | $9422929.48               | $5151347.51             |
| 2026-04-08 | $17216.92                 | $6466031.63             |
| 2026-04-09 | $3053874.20               | $14430054.19            |
| 2026-04-10 | $9398003.59               | $6325990.16             |
| 2026-04-13 | $1113474.60               | $14494233.02            |
| 2026-04-14 | $11699728.14              | $7765915.61             |
| 2026-04-15 | $4173779.89               | $9734893.93             |
| 2026-04-16 | $39327422.73              | $3099473.88             |
| 2026-04-17 | $6849305.63               | $30836250.58            |
| 2026-04-20 | $101000.00                | $28584863.63            |
| 2026-04-21 | $20580070.31              | $2995835.41             |
| 2026-04-22 | $1100544.41               | $10063667.22            |
| 2026-04-23 | $24017889.33              | $14426311.62            |
| 2026-04-24 | $11656610.96              | $15439981.32            |
| 2026-04-27 | $556981.17                | $23140733.17            |
| 2026-04-28 | $8090537.50               | $9258730.06             |
| 2026-04-29 | $440366.77                | $9480334.58             |
| 2026-04-30 | $4076187.50               | $9942032.49             |

**Total Gross Subscriptions (Month):** $174414171.60

**Total Gross Redemptions (Month):** $241849627.33

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4200%           |
| 2026-04-02 | 3.4200%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 3.4300%           |
| 2026-04-07 | 3.4300%           |
| 2026-04-08 | 3.4300%           |
| 2026-04-09 | 3.4200%           |
| 2026-04-10 | 3.4100%           |
| 2026-04-13 | 3.3900%           |
| 2026-04-14 | 3.3900%           |
| 2026-04-15 | 3.4000%           |
| 2026-04-16 | 3.4100%           |
| 2026-04-17 | 3.4200%           |
| 2026-04-20 | 3.4300%           |
| 2026-04-21 | 3.4300%           |
| 2026-04-22 | 3.4300%           |
| 2026-04-23 | 3.4200%           |
| 2026-04-24 | 3.4200%           |
| 2026-04-27 | 3.4200%           |
| 2026-04-28 | 3.4200%           |
| 2026-04-29 | 3.4300%           |
| 2026-04-30 | 3.4300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 31.2100%         | 0.0000%              |
| Depository institution or other banking institution |  | 32.1100%         | 0.0000%              |
| Non-financial corporation                           |  | 8.1800%          | 0.0000%              |
| Non-profit                                          |  | 10.9800%         | 0.0000%              |
| Retail investor                                     |  | 5.0100%          | 0.0000%              |

### Class: Corporate

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $260565576.63

- **Number of Shares Outstanding:** 260616299.4200

- **Expense Reimbursement/Waiver:** 143.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9998          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9998          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9998          |
|  |  |
| 2026-04-10 | 0.9998          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9998          |
|  |  |
| 2026-04-17 | 0.9998          |
|  |  |
| 2026-04-20 | 0.9998          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9998          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $5687252.45               | $119755384.74           |
| 2026-04-02 | $395184.00                | $6231400.00             |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $9826800.00               | $60923.56               |
| 2026-04-07 | $4388600.00               | $0.00                   |
| 2026-04-08 | $1987800.00               | $75257.06               |
| 2026-04-09 | $1646600.00               | $6000000.00             |
| 2026-04-10 | $6933700.00               | $23936.93               |
| 2026-04-13 | $90000.00                 | $402547.91              |
| 2026-04-14 | $175000.00                | $0.00                   |
| 2026-04-15 | $99000.00                 | $5462328.00             |
| 2026-04-16 | $0.00                     | $4588899.17             |
| 2026-04-17 | $3197950.00               | $21154642.00            |
| 2026-04-20 | $39059000.00              | $0.00                   |
| 2026-04-21 | $4620600.00               | $37900000.00            |
| 2026-04-22 | $11450000.00              | $249895.31              |
| 2026-04-23 | $0.00                     | $1157200.00             |
| 2026-04-24 | $0.00                     | $9463900.00             |
| 2026-04-27 | $10347000.00              | $0.00                   |
| 2026-04-28 | $26038800.00              | $0.00                   |
| 2026-04-29 | $21176400.00              | $8448249.70             |
| 2026-04-30 | $2425400.00               | $30365666.26            |

**Total Gross Subscriptions (Month):** $149545086.45

**Total Gross Redemptions (Month):** $251340230.64

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5500%           |
| 2026-04-02 | 3.5500%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 3.5600%           |
| 2026-04-07 | 3.5600%           |
| 2026-04-08 | 3.5600%           |
| 2026-04-09 | 3.5500%           |
| 2026-04-10 | 3.5400%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5300%           |
| 2026-04-16 | 3.5400%           |
| 2026-04-17 | 3.5400%           |
| 2026-04-20 | 3.5600%           |
| 2026-04-21 | 3.5600%           |
| 2026-04-22 | 3.5600%           |
| 2026-04-23 | 3.5500%           |
| 2026-04-24 | 3.5500%           |
| 2026-04-27 | 3.5500%           |
| 2026-04-28 | 3.5500%           |
| 2026-04-29 | 3.5600%           |
| 2026-04-30 | 3.5600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 56.3300%         | 0.0000%              |
| Non-financial corporation                           |  | 42.2100%         | 0.0000%              |

### Class: CAVU Securities

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $12699458991.81

- **Number of Shares Outstanding:** 12701931122.0800

- **Expense Reimbursement/Waiver:** 6693.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9998          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9998          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9998          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $567724925.80             | $398002964.46           |
| 2026-04-02 | $348928847.06             | $1641063858.25          |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $1156968257.00            | $1112938545.78          |
| 2026-04-07 | $293995294.00             | $680108404.00           |
| 2026-04-08 | $182789706.00             | $489661770.00           |
| 2026-04-09 | $481624491.17             | $168434303.00           |
| 2026-04-10 | $136134236.37             | $323507629.78           |
| 2026-04-13 | $146279910.00             | $139903473.51           |
| 2026-04-14 | $2769388403.31            | $269015040.82           |
| 2026-04-15 | $672828950.00             | $802920200.00           |
| 2026-04-16 | $224447336.08             | $661142208.81           |
| 2026-04-17 | $1051163463.92            | $103284800.42           |
| 2026-04-20 | $584701724.69             | $2728554904.44          |
| 2026-04-21 | $382163915.00             | $781564170.94           |
| 2026-04-22 | $298793400.00             | $700655725.86           |
| 2026-04-23 | $125935117.88             | $1446406009.00          |
| 2026-04-24 | $132919046.00             | $565366421.94           |
| 2026-04-27 | $556447250.00             | $538948028.00           |
| 2026-04-28 | $183983329.40             | $224814246.00           |
| 2026-04-29 | $689705360.16             | $387710840.55           |
| 2026-04-30 | $3033682483.63            | $207888000.00           |

**Total Gross Subscriptions (Month):** $14020605447.47

**Total Gross Redemptions (Month):** $14371891545.56

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5800%           |
| 2026-04-02 | 3.5800%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 3.5900%           |
| 2026-04-07 | 3.5900%           |
| 2026-04-08 | 3.5900%           |
| 2026-04-09 | 3.5800%           |
| 2026-04-10 | 3.5700%           |
| 2026-04-13 | 3.5500%           |
| 2026-04-14 | 3.5500%           |
| 2026-04-15 | 3.5600%           |
| 2026-04-16 | 3.5700%           |
| 2026-04-17 | 3.5700%           |
| 2026-04-20 | 3.5900%           |
| 2026-04-21 | 3.5900%           |
| 2026-04-22 | 3.5900%           |
| 2026-04-23 | 3.5800%           |
| 2026-04-24 | 3.5800%           |
| 2026-04-27 | 3.5800%           |
| 2026-04-28 | 3.5800%           |
| 2026-04-29 | 3.5900%           |
| 2026-04-30 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 32.1600%         | 0.0000%              |
| Non-financial corporation                           |  | 32.2500%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $100000000.00

- **Net Assets of Class:** $2076657182.60

- **Number of Shares Outstanding:** 2077061433.4500

- **Expense Reimbursement/Waiver:** 858.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9998          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9998          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9998          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 0.9998          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $699221475.07             | $579000000.00           |
| 2026-04-02 | $284000000.00             | $752000000.00           |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $875000000.00             | $284000000.00           |
| 2026-04-07 | $873000000.00             | $843000000.00           |
| 2026-04-08 | $844000000.00             | $864000000.00           |
| 2026-04-09 | $567000000.00             | $872000000.00           |
| 2026-04-10 | $825000000.00             | $1111000000.00          |
| 2026-04-13 | $685000000.00             | $825000000.00           |
| 2026-04-14 | $704000000.00             | $677000000.00           |
| 2026-04-15 | $845000000.00             | $699000000.00           |
| 2026-04-16 | $863000000.00             | $785000000.00           |
| 2026-04-17 | $1195000000.00            | $775000000.00           |
| 2026-04-20 | $1105000000.00            | $1148000000.00          |
| 2026-04-21 | $536000000.00             | $1044070883.87          |
| 2026-04-22 | $729000000.00             | $522000000.00           |
| 2026-04-23 | $1040000000.00            | $690000000.00           |
| 2026-04-24 | $668000000.00             | $1107000000.00          |
| 2026-04-27 | $873000000.00             | $703000000.00           |
| 2026-04-28 | $1281000000.00            | $873000000.00           |
| 2026-04-29 | $524000000.00             | $850000000.00           |
| 2026-04-30 | $990000000.00             | $518000000.00           |

**Total Gross Subscriptions (Month):** $17005221475.07

**Total Gross Redemptions (Month):** $16521070883.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.6200%           |
| 2026-04-02 | 3.6200%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 3.6300%           |
| 2026-04-07 | 3.6300%           |
| 2026-04-08 | 3.6200%           |
| 2026-04-09 | 3.6100%           |
| 2026-04-10 | 3.6000%           |
| 2026-04-13 | 3.5800%           |
| 2026-04-14 | 3.5900%           |
| 2026-04-15 | 3.5900%           |
| 2026-04-16 | 3.6000%           |
| 2026-04-17 | 3.6100%           |
| 2026-04-20 | 3.6300%           |
| 2026-04-21 | 3.6300%           |
| 2026-04-22 | 3.6200%           |
| 2026-04-23 | 3.6200%           |
| 2026-04-24 | 3.6200%           |
| 2026-04-27 | 3.6200%           |
| 2026-04-28 | 3.6200%           |
| 2026-04-29 | 3.6200%           |
| 2026-04-30 | 3.6200%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 46.6500%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 52.7500%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193092172.90
- **C.18.a - Value (excl. sponsor support):** $193092172.90
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **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 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73B8, C.4 - ISIN: US3130B73B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143986809.60
- **C.18.a - Value (excl. sponsor support):** $143986809.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73S1, C.4 - ISIN: US3130B73S14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205119888.10
- **C.18.a - Value (excl. sponsor support):** $205119888.10
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **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 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7BA1, C.4 - ISIN: US3130B7BA13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123011922.40
- **C.18.a - Value (excl. sponsor support):** $123011922.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **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 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FR6, C.4 - ISIN: US3130B9FR67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $849993021.50
- **C.18.a - Value (excl. sponsor support):** $849993021.50
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FS4, C.4 - ISIN: US3130B9FS41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499998760.00
- **C.18.a - Value (excl. sponsor support):** $499998760.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QX1, C.4 - ISIN: US3130B9QX17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249993032.50
- **C.18.a - Value (excl. sponsor support):** $249993032.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-09
- **C.13 - Final Legal Maturity Date:** 2028-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RT9, C.4 - ISIN: US3130B9RT95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $171977760.40
- **C.18.a - Value (excl. sponsor support):** $171977760.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-10
- **C.13 - Final Legal Maturity Date:** 2028-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN5A4, C.4 - ISIN: US3133EN5A42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30136201.80
- **C.18.a - Value (excl. sponsor support):** $30136201.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-27
- **C.13 - Final Legal Maturity Date:** 2027-12-27
- **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 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENV49, C.4 - ISIN: US3133ENV499, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12917429.22
- **C.18.a - Value (excl. sponsor support):** $12917429.22
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-25
- **C.13 - Final Legal Maturity Date:** 2027-10-25
- **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 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55014048.10
- **C.18.a - Value (excl. sponsor support):** $55014048.10
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $186115939.40
- **C.18.a - Value (excl. sponsor support):** $186115939.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $204075839.00
- **C.18.a - Value (excl. sponsor support):** $204075839.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $197111858.60
- **C.18.a - Value (excl. sponsor support):** $197111858.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **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 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19007211.83
- **C.18.a - Value (excl. sponsor support):** $19007211.83
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **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 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19004652.34
- **C.18.a - Value (excl. sponsor support):** $19004652.34
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **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):** $107042800.00
- **C.18.a - Value (excl. sponsor support):** $107042800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47008976.53
- **C.18.a - Value (excl. sponsor support):** $47008976.53
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175040603.50
- **C.18.a - Value (excl. sponsor support):** $175040603.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $192051434.90
- **C.18.a - Value (excl. sponsor support):** $192051434.90
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $456188145.60
- **C.18.a - Value (excl. sponsor support):** $456188145.60
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **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 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $465146707.50
- **C.18.a - Value (excl. sponsor support):** $465146707.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZU8, C.4 - ISIN: US3133ERZU85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $383354027.70
- **C.18.a - Value (excl. sponsor support):** $383354027.70
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $147501716.90
- **C.18.a - Value (excl. sponsor support):** $147501716.90
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **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 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39015571.14
- **C.18.a - Value (excl. sponsor support):** $39015571.14
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $470154521.90
- **C.18.a - Value (excl. sponsor support):** $470154521.90
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **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 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3V7, C.4 - ISIN: US3133ET3V79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96015468.48
- **C.18.a - Value (excl. sponsor support):** $96015468.48
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.675000%
- **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):** $89998136.10
- **C.18.a - Value (excl. sponsor support):** $89998136.10
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5H6, C.4 - ISIN: US3133ET5H67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $109996536.10
- **C.18.a - Value (excl. sponsor support):** $109996536.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **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 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100058260.00
- **C.18.a - Value (excl. sponsor support):** $100058260.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **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 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $687368699.20
- **C.18.a - Value (excl. sponsor support):** $687368699.20
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88048192.32
- **C.18.a - Value (excl. sponsor support):** $88048192.32
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $160162430.40
- **C.18.a - Value (excl. sponsor support):** $160162430.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34009101.80
- **C.18.a - Value (excl. sponsor support):** $34009101.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65003263.65
- **C.18.a - Value (excl. sponsor support):** $65003263.65
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150064032.00
- **C.18.a - Value (excl. sponsor support):** $150064032.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **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 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $435274680.80
- **C.18.a - Value (excl. sponsor support):** $435274680.80
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55023978.90
- **C.18.a - Value (excl. sponsor support):** $55023978.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **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 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $210160610.10
- **C.18.a - Value (excl. sponsor support):** $210160610.10
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQ59, C.4 - ISIN: US3133ETQ595, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $104992857.90
- **C.18.a - Value (excl. sponsor support):** $104992857.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-05
- **C.13 - Final Legal Maturity Date:** 2027-08-05
- **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 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429902703.90
- **C.18.a - Value (excl. sponsor support):** $429902703.90
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-21
- **C.13 - Final Legal Maturity Date:** 2027-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **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):** $520309535.20
- **C.18.a - Value (excl. sponsor support):** $520309535.20
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79997285.60
- **C.18.a - Value (excl. sponsor support):** $79997285.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **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 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123987802.10
- **C.18.a - Value (excl. sponsor support):** $123987802.10
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **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 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVH7, C.4 - ISIN: US3133ETVH76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429963505.90
- **C.18.a - Value (excl. sponsor support):** $429963505.90
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-27
- **C.13 - Final Legal Maturity Date:** 2027-07-27
- **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 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100023204.00
- **C.18.a - Value (excl. sponsor support):** $100023204.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110593957.10
- **C.18.a - Value (excl. sponsor support):** $110593957.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $549938873.00
- **C.18.a - Value (excl. sponsor support):** $549938873.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34004283.66
- **C.18.a - Value (excl. sponsor support):** $34004283.66
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **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 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $67999113.96
- **C.18.a - Value (excl. sponsor support):** $67999113.96
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-03
- **C.13 - Final Legal Maturity Date:** 2028-01-03
- **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 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $53019412.31
- **C.18.a - Value (excl. sponsor support):** $53019412.31
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **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 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHQ6, C.4 - ISIN: US3133EWHQ60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42007483.98
- **C.18.a - Value (excl. sponsor support):** $42007483.98
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-16
- **C.13 - Final Legal Maturity Date:** 2028-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJU5, C.4 - ISIN: US3133EWJU54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $169997164.40
- **C.18.a - Value (excl. sponsor support):** $169997164.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-27
- **C.13 - Final Legal Maturity Date:** 2028-03-27
- **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 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLF5, C.4 - ISIN: US3133EWLF59, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155214871.90
- **C.18.a - Value (excl. sponsor support):** $155214871.90
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-10
- **C.13 - Final Legal Maturity Date:** 2028-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLY4, C.4 - ISIN: US3133EWLY49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $510988804.00
- **C.18.a - Value (excl. sponsor support):** $510988804.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-17
- **C.13 - Final Legal Maturity Date:** 2028-04-17
- **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 56: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **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):** $296076299.90
- **C.18.a - Value (excl. sponsor support):** $296076299.90
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $263742157.60
- **C.18.a - Value (excl. sponsor support):** $263742157.60
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **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 58: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $7002117.01
- **C.18.a - Value (excl. sponsor support):** $7002117.01
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $82031416.66
- **C.18.a - Value (excl. sponsor support):** $82031416.66
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $249975410.00
- **C.18.a - Value (excl. sponsor support):** $249975410.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **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 61: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $185056282.60
- **C.18.a - Value (excl. sponsor support):** $185056282.60
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **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 62: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $586130795.20
- **C.18.a - Value (excl. sponsor support):** $586130795.20
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $250267160.00
- **C.18.a - Value (excl. sponsor support):** $250267160.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **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):** $300298992.00
- **C.18.a - Value (excl. sponsor support):** $300298992.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $264909097.10
- **C.18.a - Value (excl. sponsor support):** $264909097.10
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $299975631.00
- **C.18.a - Value (excl. sponsor support):** $299975631.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.730000%
- **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):** $170019505.80
- **C.18.a - Value (excl. sponsor support):** $170019505.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.765000%
- **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):** $403143468.00
- **C.18.a - Value (excl. sponsor support):** $403143468.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **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):** $143038900.30
- **C.18.a - Value (excl. sponsor support):** $143038900.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **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):** $103032091.70
- **C.18.a - Value (excl. sponsor support):** $103032091.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.890000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $336942078.80
- **C.18.a - Value (excl. sponsor support):** $336942078.80
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $105055715.10
- **C.18.a - Value (excl. sponsor support):** $105055715.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **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 73: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **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):** $831586539.90
- **C.18.a - Value (excl. sponsor support):** $831586539.90
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $25007841.50
- **C.18.a - Value (excl. sponsor support):** $25007841.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **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 75: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $615077483.90
- **C.18.a - Value (excl. sponsor support):** $615077483.90
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **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 76: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $654991151.00
- **C.18.a - Value (excl. sponsor support):** $654991151.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Notes 3.623000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, 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 78: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, 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 79: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4000000.04
- **C.18.a - Value (excl. sponsor support):** $4000000.04
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, 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 80: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $833333.44
- **C.18.a - Value (excl. sponsor support):** $833333.44
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, 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 81: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $25000000.58
- **C.18.a - Value (excl. sponsor support):** $25000000.58
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, 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 82: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XS1, C.4 - ISIN: US690353XS10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4472000.00
- **C.18.a - Value (excl. sponsor support):** $4472000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, 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 83: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1325778261.00
- **C.18.a - Value (excl. sponsor support):** $1325778261.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $490208835.60
- **C.18.a - Value (excl. sponsor support):** $490208835.60
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $2040137799.00
- **C.18.a - Value (excl. sponsor support):** $2040137799.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 86: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $745337085.00
- **C.18.a - Value (excl. sponsor support):** $745337085.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **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 87: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $825400549.50
- **C.18.a - Value (excl. sponsor support):** $825400549.50
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $989641530.00
- **C.18.a - Value (excl. sponsor support):** $989641530.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $412402008.10
- **C.18.a - Value (excl. sponsor support):** $412402008.10
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $597241536.00
- **C.18.a - Value (excl. sponsor support):** $597241536.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $557004173.60
- **C.18.a - Value (excl. sponsor support):** $557004173.60
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $953762094.20
- **C.18.a - Value (excl. sponsor support):** $953762094.20
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UE5, C.4 - ISIN: US912797UE52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $193079718.00
- **C.18.a - Value (excl. sponsor support):** $193079718.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.4 - ISIN: US912797US49, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $990505280.00
- **C.18.a - Value (excl. sponsor support):** $990505280.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $350499023.00
- **C.18.a - Value (excl. sponsor support):** $350499023.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **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 96: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $551627439.00
- **C.18.a - Value (excl. sponsor support):** $551627439.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-03-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **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 97: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.783000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150162877.50
- **C.18.a - Value (excl. sponsor support):** $150162877.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.730000%
- **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: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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          | 2054-04-01      | 4.8330%  | 0.0000% | $30569.00          | $27772.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 5.5000%  | 0.0000% | $8856.00           | $275.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 7.0000%  | 0.0000% | $7872.00           | $257.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-12-01      | 7.0000%  | 0.0000% | $2930.00           | $115.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-11-01      | 5.5000%  | 0.0000% | $14703252.00       | $831507.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-06-01      | 4.5000%  | 0.0000% | $6785.00           | $379.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Banks                  | 2043-06-12      | 3.7400%  | 0.0000% | $2035000.00        | $1723068.42        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $38460.00          | $4210.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.5000%  | 0.0000% | $3123.00           | $857.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-10-01      | 2.5000%  | 0.0000% | $126140.00         | $76681.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $23498.00          | $13992.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $2902963.00        | $2046991.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 5.0000%  | 0.0000% | $5111950.00        | $3808141.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 1.5000%  | 0.0000% | $20000.00          | $10510.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $542.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $137509.00         | $84920.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $5403975.00        | $3277450.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $615.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 2.5000%  | 0.0000% | $1000.00           | $689.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.5000%  | 0.0000% | $124374.00         | $91144.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $734.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $637.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $33000.00          | $24282.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 4.5000%  | 0.0000% | $1001.00           | $904.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 2.7700%  | 0.0000% | $57611.00          | $45271.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-09-01      | 3.7900%  | 0.0000% | $24170.00          | $22771.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $1330.00           | $808.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $554.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $1062.00           | $828.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $560.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $791.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 6.0000%  | 0.0000% | $1112266.00        | $978388.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $752.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $150567.00         | $103170.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 7.0000%  | 0.0000% | $3769.00           | $572.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $1002.00           | $617.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $1010.00           | $742.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $173253.00         | $150421.54         | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $60000.00          | $48722.50          | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2036-04-14      | 2.5000%  | 0.0000% | $7000.00           | $5808.37           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 4.5000%  | 0.0000% | $2326.00           | $494.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.0000%  | 0.0000% | $25000.00          | $13189.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $3054000.00        | $2166643.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 6.0000%  | 0.0000% | $1088.00           | $789.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-03-01      | 2.5000%  | 0.0000% | $12002370.00       | $6935793.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-03-01      | 2.5000%  | 0.0000% | $6839362.00        | $3797209.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-10-01      | 2.5000%  | 0.0000% | $1218393.00        | $774418.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-25      | 4.7952%  | 0.0000% | $1377130.00        | $741720.52         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $13514343.00       | $11370648.87       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 2.5000%  | 0.0000% | $1166253.00        | $658242.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-07-01      | 2.5000%  | 0.0000% | $2949482.00        | $1739252.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-07-01      | 2.5000%  | 0.0000% | $683540.00         | $398312.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 2.0910%  | 0.0000% | $959809433.00      | $2773288.23        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2036-01-25      | 1.9000%  | 0.0000% | $121000.00         | $95882.08          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2026-09-25      | 2.4994%  | 0.0000% | $49253.00          | $14674.58          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 4.1830%  | 0.0000% | $1002.00           | $84.83             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2058-11-25      | 5.9764%  | 0.0000% | $18400000.00       | $2416541.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 4.2596%  | 0.0000% | $1001.00           | $280.55            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-01-25      | 2.4126%  | 0.0000% | $247386.00         | $171242.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-25      | 1.9911%  | 0.0000% | $105000.00         | $88549.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-25      | 4.4500%  | 0.0000% | $10020.00          | $9282.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-25      | 4.1900%  | 0.0000% | $1000.00           | $916.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-25      | 4.9452%  | 0.0000% | $304280.00         | $159477.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $1028.00           | $475.70            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 4.8952%  | 0.0000% | $11840943.00       | $8819371.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.0452%  | 0.0000% | $999000.00         | $560498.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-04-25      | 4.6452%  | 0.0000% | $5876128.00        | $5741651.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-04-25      | 4.7452%  | 0.0000% | $938700.00         | $889983.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 4.0000%  | 0.0000% | $3000000.00        | $2851290.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 4.5000%  | 0.0000% | $4571508.00        | $4420672.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-01      | 4.5000%  | 0.0000% | $104631.00         | $1485.88           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2056-04-25      | 4.9452%  | 0.0000% | $910472.00         | $907106.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-10-15      | 3.5000%  | 0.0000% | $2000000.00        | $637556.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-02-15      | 3.5000%  | 0.0000% | $1000000.00        | $816329.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 3.0800%  | 0.0000% | $5571.00           | $5295.73           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $37504.00          | $1298.31           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-15      | 3.5000%  | 0.0000% | $1976125.00        | $1423766.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-04-25      | 3.9000%  | 0.0000% | $1000.00           | $996.13            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 4.0500%  | 0.0000% | $1772.00           | $1768.76           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2030-12-25      | 3.9000%  | 0.0000% | $178562.00         | $175742.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-12-25      | 3.9500%  | 0.0000% | $1319853.00        | $227305.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-01-25      | 3.7940%  | 0.0000% | $31103.00          | $29460.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-01-25      | 3.6000%  | 0.0000% | $275489.00         | $271345.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-03-25      | 3.5420%  | 0.0000% | $6332.00           | $5910.25           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-04-25      | 3.0590%  | 0.0000% | $10122960.00       | $9099895.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-06-25      | 2.9030%  | 0.0000% | $1457.00           | $1403.56           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-12-25      | 6.5187%  | 0.0000% | $1000.00           | $61.28             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-10-25      | 4.0702%  | 0.0000% | $1000.00           | $221.10            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-07-25      | 2.1900%  | 0.0000% | $383295.00         | $221080.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2030-01-25      | 2.0690%  | 0.0000% | $4346.00           | $4026.58           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-10-25      | 2.3610%  | 0.0000% | $8150273.00        | $6561238.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-01-25      | 2.4760%  | 0.0000% | $40000.00          | $36229.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-02-25      | 3.4650%  | 0.0000% | $459654.00         | $442663.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 4.8000%  | 0.0000% | $1000.00           | $1014.25           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-10-25      | 4.9452%  | 0.0000% | $9274632.00        | $4784594.00        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 5.0690%  | 0.0000% | $176949.00         | $180639.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $3249.00           | $3314.81           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-11-25      | 5.0000%  | 0.0000% | $66029.00          | $62064.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 5.0952%  | 0.0000% | $6395000.00        | $3641211.42        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.0452%  | 0.0000% | $922000.00         | $799454.35         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-05-25      | 4.5000%  | 0.0000% | $9044300.00        | $8773052.40        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2048-10-01      | 5.6010%  | 0.0000% | $12731.00          | $2028.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-25      | 6.0000%  | 0.0000% | $1004.00           | $190.09            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $3920242.00        | $3889763.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.1040%  | 0.0000% | $4195800.00        | $353549.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $1000.00           | $946.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 1.7700%  | 0.0000% | $2651.00           | $2600.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 4.8560%  | 0.0000% | $17806390.00       | $17949211.10       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.1140%  | 0.0000% | $3000.00           | $3026.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 0.0000%  | 0.0000% | $1000.00           | $1034.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 4.7630%  | 0.0000% | $6813885.00        | $6584129.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $65000.00          | $11717.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 2.5000%  | 0.0000% | $144000.00         | $37974.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 2.5000%  | 0.0000% | $1153861.00        | $759749.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $21204.00          | $12018.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 2.5000%  | 0.0000% | $1073887.00        | $533782.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $57995.00          | $24265.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $1000.00           | $637.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $158765.00         | $83279.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $519816.00         | $297346.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $1137594.00        | $696953.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $857735.00         | $456934.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $3415457.00        | $2819202.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $1256538.00        | $1290466.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.1650%  | 0.0000% | $1859534.00        | $1830661.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 4.2400%  | 0.0000% | $6457727.00        | $6260802.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $16826778.00       | $8674002.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $1223.00           | $594.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $14043700.00       | $9003284.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $3152161.00        | $1857461.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $2442930.00        | $1870748.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $3358000.00        | $2604391.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1025.00           | $856.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1200.00           | $973.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $7558232.00        | $5629834.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $43815533.00       | $43748901.34       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $2606610.00        | $2523477.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 5.0000%  | 0.0000% | $1000.00           | $334.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 3.0000%  | 0.0000% | $7105001.00        | $2992383.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $10000000.00       | $5295174.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 2.5000%  | 0.0000% | $1248.00           | $705.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $1815000.00        | $1370311.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $55000.00          | $40063.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1459315.00        | $1023658.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $5095095.00        | $3680172.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $70000.00          | $51669.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $4470790.00        | $3430858.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $2055000.00        | $1664559.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1006.00           | $873.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1029.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1260879.00        | $1339969.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $3369.00           | $247.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $8268399.00        | $673249.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $24606871.00       | $12090644.08       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $741.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $1909808.00        | $1040277.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $785000.00         | $498958.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $30000.00          | $21045.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 3.0000%  | 0.0000% | $30000.00          | $22771.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1356496.00        | $1026507.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100010.00         | $9799.78           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1228999.00        | $179793.54         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $1175000.00        | $215655.13         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $5999.00           | $4959.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.5000%  | 0.0000% | $1444512.00        | $1506813.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $11856.00          | $5247.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $891.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $12662.00          | $11141.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1991.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1831.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $782.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $929.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $920.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $974.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $827.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $952.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $3000.00           | $3019.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1002.00           | $722.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $967.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $964.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $3134236.00        | $2241935.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $984.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $420546.00         | $370530.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1074.00           | $1112.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $24741.00          | $24545.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $988.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $2345364.00        | $2299971.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1671.00           | $1656.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $956.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $971.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $959.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $137721.00         | $136316.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.0000%  | 0.0000% | $2968464.00        | $2382060.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $9595.00           | $8765.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $2250000.00        | $2010030.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $900.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1096.00           | $935.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $1576028.00        | $1272599.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 6.0000%  | 0.0000% | $3080.00           | $3085.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.0000%  | 0.0000% | $15685705.00       | $12632311.72       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $867.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $863.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $63561.00          | $57117.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $907.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $952.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $3075.00           | $2957.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $998.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $501494.00         | $509305.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $129482.00         | $125384.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $121224.00         | $118851.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 4.5000%  | 0.0000% | $2540172.00        | $2447701.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $2008.00           | $1930.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $961.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $755664.00         | $760095.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $3020.00           | $2910.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $367838.00         | $376697.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $3000.00           | $3072.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | 0.0000% | $1170482.00        | $1189973.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $960.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $4107230.00        | $4161097.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $185180.00         | $181372.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $13538024.00       | $13413112.38       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $1963755.00        | $1957969.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $2831033.00        | $2816579.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.5000%  | 0.0000% | $2877419.00        | $2940073.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $996.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.5000%  | 0.0000% | $2718493.00        | $2765181.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.5000%  | 0.0000% | $4262416.00        | $4341371.10        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $5180929.00        | $5165664.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $4316352.00        | $4310286.57        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-15      | 4.7500%  | 0.0000% | $5434.00           | $34.82             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-15      | 4.7500%  | 0.0000% | $3232.00           | $88.33             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $1030.00           | $19.62             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-11-15      | 2.5000%  | 0.0000% | $3002.00           | $1506.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $7266.00           | $228.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-15      | 3.5000%  | 0.0000% | $5000.00           | $226.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $1000.00           | $123.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $264122.00         | $34223.49          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $3039.00           | $163.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-15      | 3.5000%  | 0.0000% | $22965.00          | $1780.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $1002.00           | $84.67             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-11-15      | 3.5000%  | 0.0000% | $130358.00         | $637.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-10-15      | 3.5000%  | 0.0000% | $1082592.00        | $53231.05          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-12-15      | 2.5000%  | 0.0000% | $1464363.00        | $184911.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-20      | 5.0000%  | 0.0000% | $1001.00           | $39.72             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-03-20      | 6.0000%  | 0.0000% | $1421.00           | $48.25             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-03-20      | 4.0000%  | 0.0000% | $1001.00           | $93.39             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $1027.00           | $64.34             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $111933.00         | $12119.05          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 4.0000%  | 0.0000% | $2035.00           | $135.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $1016.00           | $68.67             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 5.5000%  | 0.0000% | $1000.00           | $90.47             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-20      | 6.0000%  | 0.0000% | $149987.00         | $14690.17          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-10-20      | 6.0000%  | 0.0000% | $2000.00           | $225.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1000.00           | $91.21             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 5.0000%  | 0.0000% | $179000.00         | $16172.83          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 6.0000%  | 0.0000% | $39999.00          | $5471.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $1001.00           | $102.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $1028.00           | $105.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-12-20      | 6.5000%  | 0.0000% | $1000.00           | $124.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 5.5000%  | 0.0000% | $351802.00         | $25126.76          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1000.00           | $73.19             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-09-20      | 6.0000%  | 0.0000% | $51215.00          | $7973.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $1024.00           | $89.57             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 6.0000%  | 0.0000% | $1000.00           | $103.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 6.5000%  | 0.0000% | $1002.00           | $115.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $3018.00           | $217.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 6.0000%  | 0.0000% | $992355.00         | $116764.39         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $118467.00         | $21980.33          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $1000.00           | $350.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 6.0000%  | 0.0000% | $1000.00           | $254.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 1.5000%  | 0.0000% | $1000.00           | $499.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $228000.00         | $67522.46          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $1192999.00        | $194697.77         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $177508.00         | $31048.93          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $2229.00           | $225.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $46000.00          | $6928.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1646.00           | $392.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 5.5000%  | 0.0000% | $1000.00           | $348.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 6.0000%  | 0.0000% | $36000.00          | $8350.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $750578.00         | $495269.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $1828480.00        | $1207822.74        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 5.0000%  | 0.0000% | $16000.00          | $5318.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $19000.00          | $9245.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $483.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $99111.00          | $57831.68          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $3636022.00        | $2150908.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $417389.00         | $267933.54         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $266434.00         | $174387.84         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 3.0000%  | 0.0000% | $20000.00          | $12796.72          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $5999007.00        | $4152540.34        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $23000.00          | $16075.71          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $2032.00           | $1436.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $2029.00           | $1425.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $5827460.00        | $4162717.36        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-09-20      | 5.5000%  | 0.0000% | $1002.00           | $487.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $1000.00           | $715.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $22000.00          | $16077.52          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $1008.00           | $733.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $1056.00           | $504.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1040.00           | $646.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $3000.00           | $1420.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $719.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1000.00           | $624.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1000.00           | $635.03            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1501.00           | $691.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $594574.00         | $388493.84         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $283701.00         | $207272.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $68998.00          | $63430.79          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 5.5000%  | 0.0000% | $3000.00           | $2193.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $24000.00          | $13413.38          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $1166609.00        | $946547.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $2000.00           | $973.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1024.00           | $771.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $55473.00          | $40250.17          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1024.00           | $406.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1000.00           | $435.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 6.0000%  | 0.0000% | $1000.00           | $835.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-15      | 7.0000%  | 0.0000% | $1000.00           | $753.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-15      | 6.5000%  | 0.0000% | $2000.00           | $2025.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 5.5000%  | 0.0000% | $6290.00           | $6081.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $115457.00         | $30449.83          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 4.0000%  | 0.0000% | $1000.00           | $743.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $706197.00         | $248912.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $1093302.00        | $835550.31         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $264444.00         | $237894.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1006.00           | $760.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $158190.00         | $93918.42          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-15      | 7.0000%  | 0.0000% | $8622538.00        | $8689588.96        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-15      | 6.5000%  | 0.0000% | $1008.00           | $945.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-15      | 7.0000%  | 0.0000% | $294667.00         | $289573.28         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-15      | 6.5000%  | 0.0000% | $13304663.00       | $11932792.02       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1014.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-15      | 7.0000%  | 0.0000% | $294555.00         | $302258.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-15      | 6.5000%  | 0.0000% | $1000.00           | $1020.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-15      | 7.0000%  | 0.0000% | $1024.00           | $1052.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 6.5000%  | 0.0000% | $5141354.00        | $5259167.26        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $2328846.00        | $2296432.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $2964.00           | $2733.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-15      | 7.5000%  | 0.0000% | $1000.00           | $1019.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1009.00           | $422.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1041.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $943.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $971.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1051.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $13098.00          | $13679.97          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1000.00           | $975.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1045.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1003.00           | $1057.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1066.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $698.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1965888.00        | $167288.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $2309534.00        | $1360630.69        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 5.0000%  | 0.0000% | $46485.00          | $41543.91          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $45358.00          | $30233.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1000.00           | $1072.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $69599.00          | $72649.78          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1081.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 7.5000%  | 0.0000% | $1033.00           | $1118.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $1711.00           | $1761.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1008.00           | $909.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1001596.00        | $696872.87         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $2314237.00        | $1814672.11        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $50479.00          | $46644.13          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2048.00           | $1695.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $401313.00         | $351834.56         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $461922.00         | $450552.86         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $182782.00         | $179541.95         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1935156.00        | $1987324.03        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $1048.00           | $1031.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1066559.00        | $1027227.47        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $588212.00         | $585306.33         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $4034.00           | $4091.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $355758.00         | $168096.84         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1480752.00        | $1110157.32        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $716963.00         | $745050.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2063-05-20      | 6.5000%  | 0.0000% | $116232.00         | $121767.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1001.00           | $1059.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $7125.00           | $7437.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-03-20      | 5.5000%  | 0.0000% | $6869.00           | $6943.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $1089494.00        | $50853.10          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-04-20      | 6.0000%  | 0.0000% | $2725271.00        | $169946.91         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-08-20      | 4.5000%  | 0.0000% | $182990.00         | $6156.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-09-20      | 5.0000%  | 0.0000% | $5000000.00        | $39164.81          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $6625875.00        | $159228.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $5361982.00        | $254793.29         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-20      | 6.0000%  | 0.0000% | $122992.00         | $91558.35          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $1002.00           | $66.82             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $26150.00          | $1234.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $104075.00         | $3824.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-07-15      | 5.0000%  | 0.0000% | $8691.00           | $200.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-03-15      | 6.5000%  | 0.0000% | $1219.00           | $6.71              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $4536.00           | $12.91             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $371360.00         | $23210.80          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $1000.00           | $112.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-08-15      | 7.0000%  | 0.0000% | $1002.00           | $49.12             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $349000.00         | $83897.63          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $7098103.00        | $1878869.73        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $1000.00           | $463.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $6214465.00        | $3518760.14        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $4821.00           | $338.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $7605904.00        | $171776.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.1901%  | 0.0000% | $78760611.00       | $55934265.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.7901%  | 0.0000% | $1000.00           | $876.54            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0401%  | 0.0000% | $11200952.00       | $8909527.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.7201%  | 0.0000% | $26444256.00       | $24979097.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.6401%  | 0.0000% | $32702891.00       | $19595161.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.7901%  | 0.0000% | $83488.00          | $82142.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 4.7111%  | 0.0000% | $3516488.00        | $1902514.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.7500%  | 0.0000% | $21921904.00       | $8633619.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $2984093.00        | $1338396.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $166385946.00      | $93466724.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $16940701.00       | $10200891.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $6325157.00        | $3905039.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.6701%  | 0.0000% | $8591737.00        | $4634681.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.5401%  | 0.0000% | $633401.00         | $383026.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1237819.00        | $830196.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.9401%  | 0.0000% | $1844974.00        | $1308680.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.5901%  | 0.0000% | $11447780.00       | $8337936.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5201%  | 0.0000% | $2469097.00        | $1540446.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6401%  | 0.0000% | $49787676.00       | $24403320.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.5401%  | 0.0000% | $24978.00          | $11760.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5901%  | 0.0000% | $8461458.00        | $6217038.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6401%  | 0.0000% | $24162580.00       | $16429490.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.5901%  | 0.0000% | $7718200.00        | $6733309.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.7901%  | 0.0000% | $46100868.00       | $29458517.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6401%  | 0.0000% | $12471425.00       | $4544498.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 4.9401%  | 0.0000% | $1207.00           | $352.72            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.0401%  | 0.0000% | $1611383.00        | $442107.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.9401%  | 0.0000% | $47573279.00       | $12824173.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.8901%  | 0.0000% | $328195.00         | $128473.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 4.7001%  | 0.0000% | $3320390.00        | $1155578.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $28849403.00       | $29035555.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 4.8201%  | 0.0000% | $75000000.00       | $32244749.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $27937280.00       | $28363199.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $5593550.00        | $5681530.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.9401%  | 0.0000% | $50000000.00       | $42766592.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $9039904.00        | $9202166.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.8401%  | 0.0000% | $31128396.00       | $13070263.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9401%  | 0.0000% | $463824.00         | $215564.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.8901%  | 0.0000% | $6202002.00        | $2879455.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7401%  | 0.0000% | $18892.00          | $13290.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7501%  | 0.0000% | $1317.00           | $756.02            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.7401%  | 0.0000% | $11190644.00       | $6896086.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7401%  | 0.0000% | $6160204.00        | $3408908.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6401%  | 0.0000% | $1565054.00        | $1208278.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7401%  | 0.0000% | $2285985.00        | $1317195.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6601%  | 0.0000% | $2809910.00        | $2164776.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.5901%  | 0.0000% | $2026604.00        | $1597304.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.7401%  | 0.0000% | $425290.00         | $261550.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9601%  | 0.0000% | $13405297.00       | $11822967.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9901%  | 0.0000% | $18998702.00       | $10943729.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9401%  | 0.0000% | $2498790.00        | $1546466.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.3901%  | 0.0000% | $63207882.00       | $42667426.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.7901%  | 0.0000% | $10036702.00       | $8745881.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.6401%  | 0.0000% | $198083139.00      | $194093659.53      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.1401%  | 0.0000% | $248940784.00      | $224621524.80      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.6401%  | 0.0000% | $12032.00          | $11966.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.4401%  | 0.0000% | $211252.00         | $203516.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.6401%  | 0.0000% | $178277.00         | $174917.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.7401%  | 0.0000% | $1000.00           | $986.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.3901%  | 0.0000% | $1501648.00        | $1500769.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.8901%  | 0.0000% | $949248.00         | $854041.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0301%  | 0.0000% | $36266.00          | $34605.10          | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2033-08-15      | 0.0000%  | 0.0000% | $18.08             | $13.23             | U.S. Treasuries (including strips)        |

### Security 99: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAT1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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 | 2026-08-06      | 0.0000%  | 0.0000% | $25995100.00       | $25740867.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-13      | 0.0000%  | 0.0000% | $12963000.00       | $12826629.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-17      | 0.0000%  | 0.0000% | $9999100.00        | $9859012.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-11      | 0.0000%  | 0.0000% | $139946800.00      | $138499330.25      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $147548200.00      | $244992437.57      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $224618400.00      | $109193916.53      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $13371500.00       | $13323366.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $150080800.00      | $178190764.18      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $17596100.00       | $17887351.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $19900000.00       | $20308158.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $71452000.00       | $71396981.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $175041200.00      | $177781191.07      | U.S. Treasuries (including strips) |

### Security 100: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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 | 2027-07-15      | 0.3750%  | 0.0000% | $41604000.00       | $55701030.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 3.5000%  | 0.0000% | $73392000.00       | $72719360.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.7500%  | 0.0000% | $225850000.00      | $225055008.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.7462%  | 0.0000% | $411644000.00      | $411524623.24      | U.S. Treasuries (including strips) |

### Security 101: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAG24, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAG24
- **C.18 - Value (incl. sponsor support):** $945000000.00
- **C.18.a - Value (excl. sponsor support):** $945000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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 | 2028-10-15      | 2.3750%  | 0.0000% | $352850000.00      | $390693582.57      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $247362000.00      | $251009312.36      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $56708200.00       | $56940703.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 3.5000%  | 0.0000% | $266534600.00      | $265256485.60      | U.S. Treasuries (including strips) |

### Security 102: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.730000%
- **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: BIV8TAGB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAGB4
- **C.18 - Value (incl. sponsor support):** $1195000000.00
- **C.18.a - Value (excl. sponsor support):** $1195000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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          | 2034-12-01      | 5.0000%  | 0.0000% | $230961.00         | $268.74            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 6.1710%  | 0.0000% | $2000.00           | $569.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 4.3830%  | 0.0000% | $5133.00           | $4072.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 4.8330%  | 0.0000% | $1129840.00        | $1026475.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-10-01      | 6.3240%  | 0.0000% | $7104900.00        | $7228397.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-12-01      | 7.0000%  | 0.0000% | $1919.00           | $75.79             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-01-01      | 3.0000%  | 0.0000% | $3409.00           | $313.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Banks                  | 2043-06-12      | 3.7400%  | 0.0000% | $370000.00         | $313285.17         | Agency Debentures and Agency Strips       |
| Federal Home Loan Banks                  | 2039-07-11      | 2.8000%  | 0.0000% | $70000.00          | $56002.64          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 4.0000%  | 0.0000% | $1010.00           | $226.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $237.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 4.5000%  | 0.0000% | $1008.00           | $190.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $27788804.00       | $5096462.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.0000%  | 0.0000% | $1024.00           | $99.28             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 2.5000%  | 0.0000% | $1437.00           | $346.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $18340035.00       | $2007664.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-09-01      | 3.5000%  | 0.0000% | $1518.00           | $282.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 4.0000%  | 0.0000% | $1054.00           | $246.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-07-01      | 3.0000%  | 0.0000% | $1496790.00        | $318508.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $609.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $11396.00          | $5893.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $2030.00           | $1228.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $499.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1197.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $648.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $2022.00           | $1347.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1343.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1280.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $7000000.00        | $5214896.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $665.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1010.00           | $698.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 1.5000%  | 0.0000% | $162733.00         | $102936.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $1909641.00        | $1346561.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $541634.00         | $382925.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 5.0000%  | 0.0000% | $440925.00         | $328466.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $301405.00         | $269625.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $837.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $846.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $2032.00           | $1587.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1037.00           | $841.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $4351190.00        | $3229623.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $880.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 2.5000%  | 0.0000% | $1199999.00        | $214138.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 2.5000%  | 0.0000% | $1002.00           | $205.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 3.0000%  | 0.0000% | $3390.00           | $1045.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $922.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $591.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1039.00           | $563.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.0000%  | 0.0000% | $1015.00           | $585.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $1403045.00        | $829125.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $609.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1212.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 2.5000%  | 0.0000% | $321451.00         | $221690.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.5000%  | 0.0000% | $308513.00         | $226086.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.5000%  | 0.0000% | $33979.00          | $22669.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $770.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.5000%  | 0.0000% | $74829.00          | $54981.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1259979.00        | $740481.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $30000.00          | $20209.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 4.2120%  | 0.0000% | $2400.00           | $2398.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 2.7700%  | 0.0000% | $984143.00         | $773360.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-11-01      | 4.3200%  | 0.0000% | $4000.00           | $4010.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-11-01      | 4.3000%  | 0.0000% | $764823.00         | $741690.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-02-01      | 3.2600%  | 0.0000% | $1726.00           | $1499.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $409.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 2.5000%  | 0.0000% | $1045.00           | $513.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $540.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $1338336.00        | $833359.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $4909168.00        | $3036907.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $667924.00         | $373811.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $769.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.5000%  | 0.0000% | $2357.00           | $1634.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $2069.00           | $1417.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $1788564.00        | $1512640.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 6.0000%  | 0.0000% | $1124946.00        | $1130549.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 7.0000%  | 0.0000% | $3271.00           | $497.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.5000%  | 0.0000% | $11078.00          | $9047.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 7.0000%  | 0.0000% | $1000.00           | $881.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 3.0000%  | 0.0000% | $5000.00           | $3774.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $7205.00           | $5475.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $841.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $786.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $756941.00         | $501638.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $843.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.0000%  | 0.0000% | $1344651.00        | $1305806.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $6389034.00        | $5010858.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $2002.00           | $1980.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $10197495.00       | $8581765.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $14106026.00       | $12874023.87       | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2035-09-10      | 1.7300%  | 0.0000% | $50000.00          | $39202.24          | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2036-08-12      | 2.2200%  | 0.0000% | $5000.00           | $4022.23           | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2036-04-14      | 2.5000%  | 0.0000% | $1079000.00        | $895318.71         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 4.0000%  | 0.0000% | $5000.00           | $4271.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $212.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $440.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1041.00           | $320.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.5000%  | 0.0000% | $525850.00         | $267503.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.0000%  | 0.0000% | $5000.00           | $2367.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $535.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $1008.00           | $456.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $4000.00           | $2143.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $2391072.00        | $1394148.99        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $796.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $28800.00          | $19757.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $689.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $1012.00           | $505.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 6.0000%  | 0.0000% | $1217.00           | $882.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $29164.00          | $22393.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $150780.00         | $119716.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $803.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $3999.00           | $3272.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $2002.00           | $1673.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.0000%  | 0.0000% | $1420206.00        | $1371686.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-03-15      | 6.7500%  | 0.0000% | $1000.00           | $1118.70           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2040-07-13      | 2.1500%  | 0.0000% | $64000.00          | $44753.30          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 2.0910%  | 0.0000% | $100256.00         | $289.68            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2036-01-25      | 1.9000%  | 0.0000% | $1536000.00        | $1217147.73        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $1901.00           | $1854.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 3.7800%  | 0.0000% | $2876.00           | $2746.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-25      | 3.4927%  | 0.0000% | $1248999.00        | $79430.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 3.0000%  | 0.0000% | $1067969.00        | $904462.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 6.3179%  | 0.0000% | $1100000.00        | $88682.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 4.1830%  | 0.0000% | $2101.00           | $177.88            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-06-25      | 2.2920%  | 0.0000% | $1000.00           | $321.76            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 2.9610%  | 0.0000% | $50000.00          | $36192.24          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 2.9565%  | 0.0000% | $10000.00          | $4314.58           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-11-25      | 3.2151%  | 0.0000% | $10000.00          | $7092.36           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 3.6100%  | 0.0000% | $49000.00          | $39523.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-09-25      | 3.6787%  | 0.0000% | $45000.00          | $31300.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-25      | 2.5000%  | 0.0000% | $5048230.00        | $231625.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-25      | 4.9452%  | 0.0000% | $2329090.00        | $1220712.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $246772.00         | $114191.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 4.8952%  | 0.0000% | $20705549.00       | $15421907.69       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-08-25      | 4.3890%  | 0.0000% | $43000.00          | $42296.07          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 4.5000%  | 0.0000% | $18502829.00       | $17892333.42       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-04-25      | 4.9452%  | 0.0000% | $125876.00         | $125410.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-08-15      | 3.5000%  | 0.0000% | $4713218.00        | $2127396.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2045-05-15      | 3.0000%  | 0.0000% | $109039.00         | $86943.62          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 3.0800%  | 0.0000% | $206358.00         | $196161.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $9458.00           | $327.42            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-12-25      | 3.3640%  | 0.0000% | $90952.00          | $89921.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-12-25      | 3.9500%  | 0.0000% | $106989.00         | $18425.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-04-25      | 3.0590%  | 0.0000% | $128852.00         | $115829.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-10-25      | 2.5370%  | 0.0000% | $40000.00          | $37908.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-10-25      | 2.3610%  | 0.0000% | $136994.00         | $110284.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 1.8140%  | 0.0000% | $446691.00         | $389032.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $217937.00         | $222351.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2052-12-25      | 4.5000%  | 0.0000% | $41257877.00       | $35108832.89       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-05-25      | 4.5000%  | 0.0000% | $1100.00           | $1067.01           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-04-01      | 5.0000%  | 0.0000% | $2268.00           | $16.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 5.9130%  | 0.0000% | $3988.00           | $408.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.6010%  | 0.0000% | $6303.00           | $1004.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $1018.00           | $143.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-08-01      | 2.5000%  | 0.0000% | $228578.00         | $93.10             | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-10-01      | 2.3404%  | 0.0000% | $103868.00         | $873.15            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1985.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $4014824.00        | $3833890.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $312419.00         | $295595.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 1.7700%  | 0.0000% | $3954.00           | $3879.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 4.7650%  | 0.0000% | $103273.00         | $103477.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.1140%  | 0.0000% | $13015296.00       | $13129057.64       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $10037.00          | $9173.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 4.1700%  | 0.0000% | $3912296.00        | $3711431.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $13237858.00       | $9634129.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 4.5000%  | 0.0000% | $2079.00           | $2060.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.9800%  | 0.0000% | $2000.00           | $1976.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 4.2400%  | 0.0000% | $5023194.00        | $4870014.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $2673.00           | $444.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $2016.00           | $980.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $918110.00         | $527159.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $1480821.00        | $878073.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $770.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $3838384.00        | $2370859.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $5957464.00        | $3768017.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $2918494.00        | $1590374.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 2.5000%  | 0.0000% | $3687821.00        | $2373355.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $20000.00          | $15995.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $5000.00           | $4963.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2897.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $2387442.00        | $2376284.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $856.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 2.5000%  | 0.0000% | $3386562.00        | $2565496.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1464.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-03-01      | 2.5000%  | 0.0000% | $98260.00          | $81784.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1249742.00        | $1071533.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $975.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $234475.00         | $226205.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $16267276.00       | $16386129.51       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1627840.00        | $1648442.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 2.5000%  | 0.0000% | $75000.00          | $21314.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $354231.00         | $203024.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $4291090.00        | $2635301.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $3106040.00        | $1787826.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 2.5000%  | 0.0000% | $41000.00          | $25802.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $813705.00         | $426640.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $701.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.2170%  | 0.0000% | $1267596.00        | $1273955.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 5.5000%  | 0.0000% | $1134.00           | $30.57             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $2016.00           | $1494.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1134000.00        | $804643.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $3000.00           | $2137.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $722.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $2392356.00        | $1810378.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $32000.00          | $21191.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100034.00         | $9802.13           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $100024.00         | $10826.37          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $100132.00         | $14648.58          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $10000.00          | $8266.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $955.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $6008.00           | $5659.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1057.00           | $893.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $2008.00           | $1568.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $85116.00          | $49430.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $3259900.00        | $2604825.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $3001.00           | $1529.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $249801.00         | $240699.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $2723075.00        | $2576109.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $999.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $3008832.00        | $2734407.55        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1186376.00        | $899998.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 4.5000%  | 0.0000% | $1013.00           | $967.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $8000.00           | $6258.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $5985408.00        | $5770272.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $1042150.00        | $804995.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $833.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $929.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $3003.00           | $2719.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1242.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $974.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $485210.00         | $401689.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4868.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $983.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $952.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $997.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $13003.00          | $3473.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $606856.00         | $473224.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 4.5000%  | 0.0000% | $2128252.00        | $2026704.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $935.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $3469048.00        | $3053769.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $988.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $877.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1002.00           | $1007.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $991.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $4032880.00        | $3781034.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2072.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $985.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $896.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1004.00           | $992.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $4000.00           | $3828.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2974.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $2785.00           | $2754.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $6704472.00        | $6204019.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1918.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1912.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1045540.00        | $1016095.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $989.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $1006.00           | $1022.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $885.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $33208.00          | $29166.64          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1440.00           | $1217.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $141178.00         | $115971.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $886.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $23307840.00       | $20977333.64       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $879.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $853.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $2012.00           | $1624.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 6.0000%  | 0.0000% | $3080.00           | $3085.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.0000%  | 0.0000% | $25462862.00       | $24978685.25       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.2500%  | 0.0000% | $3000.00           | $2917.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $18037593.00       | $16577939.58       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $886.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.0000%  | 0.0000% | $149338.00         | $145685.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $998.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $5120.00           | $5199.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $4224.00           | $4282.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $2049.00           | $2056.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1899.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $4088.00           | $4007.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 4.5000%  | 0.0000% | $7069.00           | $6811.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $2008.00           | $1930.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $3000.00           | $2885.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $2008.00           | $1921.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | 0.0000% | $1020.00           | $1036.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $3096.00           | $2972.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2034.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $1260.00           | $1226.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $6153.00           | $6026.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $4000.00           | $3988.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $11063.00          | $11023.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $3000.00           | $2989.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-15      | 4.7500%  | 0.0000% | $17209.00          | $110.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $2019.00           | $117.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-11-15      | 2.5000%  | 0.0000% | $4012.00           | $2013.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $8376.00           | $263.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-11-15      | 3.5000%  | 0.0000% | $776797.00         | $40181.27          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-15      | 3.5000%  | 0.0000% | $188002.00         | $30121.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1000.00           | $53.86             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-15      | 3.5000%  | 0.0000% | $31099.00          | $2411.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1000.00           | $95.16             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $2006.00           | $130.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-11-15      | 3.5000%  | 0.0000% | $253517.00         | $1239.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-08-15      | 3.5000%  | 0.0000% | $402256.00         | $25899.56          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $183218.00         | $10026.96          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $24967.00          | $1395.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-10-20      | 4.0000%  | 0.0000% | $2699284.00        | $141486.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-01-20      | 4.0000%  | 0.0000% | $1153930.00        | $66231.51          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-02-20      | 5.5000%  | 0.0000% | $137097.00         | $8925.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $86041.00          | $5390.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-01-20      | 4.5000%  | 0.0000% | $566866.00         | $32054.14          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-03-20      | 5.0000%  | 0.0000% | $93113.00          | $6324.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 4.0000%  | 0.0000% | $1000.00           | $66.57             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $575699.00         | $59221.50          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $98423.00          | $10901.10          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 5.5000%  | 0.0000% | $1000.00           | $90.47             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-20      | 6.0000%  | 0.0000% | $2005.00           | $196.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $2067.00           | $166.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $85999.00          | $7477.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $1823584.00        | $154318.23         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-10-20      | 6.0000%  | 0.0000% | $2006.00           | $226.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-05-20      | 5.5000%  | 0.0000% | $208460.00         | $17469.02          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-04-20      | 6.0000%  | 0.0000% | $560781.00         | $53832.85          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-10-20      | 5.5000%  | 0.0000% | $65000.00          | $7102.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $194646.00         | $28376.62          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-09-20      | 6.0000%  | 0.0000% | $768699.00         | $85357.97          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $1039.00           | $118.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $847455.00         | $87299.96          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $61999.00          | $8308.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $678059.00         | $99077.40          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $1010.00           | $114.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 6.0000%  | 0.0000% | $179999.00         | $20464.26          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-09-20      | 5.5000%  | 0.0000% | $707738.00         | $60968.54          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 6.0000%  | 0.0000% | $56042.00          | $5806.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $583657.00         | $47258.26          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 6.0000%  | 0.0000% | $5806.00           | $683.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-06-20      | 6.0000%  | 0.0000% | $165169.00         | $16495.38          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $1008.00           | $84.75             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $1000.00           | $84.47             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-09-20      | 6.0000%  | 0.0000% | $1000.00           | $118.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $58000.00          | $20327.68          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $143700.00         | $24284.74          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $8036.00           | $813.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $180069.00         | $42944.05          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 5.0000%  | 0.0000% | $477942.00         | $124218.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $437878.00         | $288934.13         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $21530942.00       | $14222502.50       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $20745079.00       | $14222225.02       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 5.0000%  | 0.0000% | $49000.00          | $22873.44          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $13088.00          | $7742.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $3639.00           | $2171.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $203190.00         | $143638.83         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $2026.00           | $1423.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $13361.00          | $9544.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 3.5000%  | 0.0000% | $8000.00           | $5710.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $1024.00           | $489.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 3.0000%  | 0.0000% | $14000.00          | $8683.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1024.00           | $742.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $7535.00           | $4685.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $6001.00           | $2841.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1008.00           | $629.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $2823652.00        | $1793113.86        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $3449.00           | $2253.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $1000.00           | $919.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $3000.00           | $2434.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $1000.00           | $902.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2038.00           | $1081.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-15      | 6.5000%  | 0.0000% | $1000.00           | $1012.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 5.5000%  | 0.0000% | $26296.00          | $25425.78          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $2445344.00        | $2301681.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $2004.00           | $508.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1000.00           | $300.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $4328.00           | $902.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $2000.00           | $426.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-15      | 7.0000%  | 0.0000% | $328864.00         | $335938.70         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $1000.00           | $257.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-15      | 7.0000%  | 0.0000% | $4444.00           | $4560.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $3024.00           | $3070.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-15      | 6.5000%  | 0.0000% | $1000.00           | $1020.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-15      | 7.0000%  | 0.0000% | $2000.00           | $2056.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $6012.00           | $5928.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $46075.00          | $42487.89          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-15      | 7.0000%  | 0.0000% | $1008.00           | $990.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $1000.00           | $291.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1168.00           | $919.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1004.00           | $1063.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1041.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $763.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1002.00           | $1056.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1066.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $82576.00          | $7026.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 5.0000%  | 0.0000% | $174531.00         | $155979.34         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 5.5000%  | 0.0000% | $1146.00           | $1092.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $1000.00           | $666.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $4017.00           | $4160.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $1030.00           | $1107.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3200.00           | $3375.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $13727.00          | $14717.24          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $31491.00          | $28382.92          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $1010.00           | $1073.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $3000.00           | $3250.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $3000.00           | $3240.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $2623.00           | $2801.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2000.00           | $2136.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $4000.00           | $4267.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2001.00           | $2118.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $4000.00           | $4240.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $3000.00           | $3175.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1034.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 7.5000%  | 0.0000% | $2000.00           | $2165.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2000.00           | $2134.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $3574.00           | $3814.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $20078.00          | $20759.56          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1010.00           | $1070.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $2000.00           | $2118.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $88087.00          | $93299.06          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 7.0000%  | 0.0000% | $95112.00          | $101210.26         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $10630.00          | $10499.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1080.00           | $971.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $2000.00           | $1615.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $3938.00           | $2739.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $3108000.00        | $2784647.67        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $3435.00           | $3140.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $128641.00         | $100871.79         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1024.00           | $897.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $415455.00         | $405229.54         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $962.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $13191956.00       | $12958111.39       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $756579.00         | $776974.89         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1000.00           | $985.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $16178880.00       | $15582250.88       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $3000.00           | $2898.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 3.5000%  | 0.0000% | $2001.00           | $1930.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1000.00           | $418.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $9009.00           | $7568.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $7159.00           | $3382.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $5045.00           | $5338.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $5999.00           | $6089.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $31493.00          | $32872.20          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 7.0000%  | 0.0000% | $2000.00           | $2131.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $165204.00         | $170154.06         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $8162.00           | $196.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $10955107.00       | $169911.77         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-03-15      | 6.5000%  | 0.0000% | $6250.00           | $34.38             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $29019.00          | $82.59             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $1000.00           | $62.50             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $3663.00           | $412.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 6.0000%  | 0.0000% | $1000.00           | $150.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-11-20      | 6.5000%  | 0.0000% | $2000.00           | $162.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $149693.00         | $122465.00         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $1008.00           | $22.77             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.7901%  | 0.0000% | $17568900.00       | $15399765.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.7201%  | 0.0000% | $55122714.00       | $52068610.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.6401%  | 0.0000% | $1965745.00        | $1177849.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.1755%  | 0.0000% | $2691998.00        | $409033.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 4.1793%  | 0.0000% | $1550000.00        | $391709.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 4.8604%  | 0.0000% | $1010.00           | $430.69            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.7500%  | 0.0000% | $13894343.00       | $5472082.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $15746549.00       | $9170323.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $223770.00         | $100363.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1071.00           | $617.38            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.7701%  | 0.0000% | $55954220.00       | $32862474.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.5401%  | 0.0000% | $1137.00           | $687.56            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1206.00           | $808.86            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $7366336.00        | $4998277.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5401%  | 0.0000% | $1006.00           | $674.12            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5501%  | 0.0000% | $7855997.00        | $5288071.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.6401%  | 0.0000% | $2421614.00        | $869019.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6401%  | 0.0000% | $273338.00         | $133976.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5901%  | 0.0000% | $4666662.00        | $3428820.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6401%  | 0.0000% | $13209128.00       | $8981625.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6401%  | 0.0000% | $120463001.00      | $41193168.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.5901%  | 0.0000% | $1464424.00        | $1277554.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.7901%  | 0.0000% | $34280007.00       | $21904971.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6601%  | 0.0000% | $9393169.00        | $6844349.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.6401%  | 0.0000% | $1481463.00        | $762468.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 4.9401%  | 0.0000% | $1001.00           | $292.52            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.0401%  | 0.0000% | $3117450.00        | $855320.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1401%  | 0.0000% | $1461900.00        | $409110.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 4.7401%  | 0.0000% | $82225664.00       | $28584232.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.9401%  | 0.0000% | $743402.00         | $200396.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.8401%  | 0.0000% | $973293.00         | $339741.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $55000000.00       | $51747288.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.7500%  | 0.0000% | $32538714.00       | $30417087.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $7837568.00        | $7943646.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $16991799.00       | $17250848.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $50874427.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $53463962.00       | $54304893.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $32229644.00       | $32808151.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.7901%  | 0.0000% | $9964142.00        | $4265974.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $50988197.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $50997197.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.8401%  | 0.0000% | $7021371.00        | $2948149.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9401%  | 0.0000% | $6562991.00        | $3050182.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7401%  | 0.0000% | $29237093.00       | $20568200.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7501%  | 0.0000% | $57159.00          | $32812.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7401%  | 0.0000% | $8593950.00        | $4755684.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6401%  | 0.0000% | $12317911.00       | $9509877.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7401%  | 0.0000% | $8219020.00        | $4735839.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.2401%  | 0.0000% | $88419.00          | $50407.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6601%  | 0.0000% | $5582893.00        | $4301104.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7501%  | 0.0000% | $26774299.00       | $14804474.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.7401%  | 0.0000% | $22475104.00       | $13822029.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.8901%  | 0.0000% | $95400.00          | $43751.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.2901%  | 0.0000% | $46018066.00       | $26399777.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9601%  | 0.0000% | $3993269.00        | $3521913.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9401%  | 0.0000% | $38933055.00       | $24095134.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.3901%  | 0.0000% | $74656130.00       | $50395375.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.8401%  | 0.0000% | $15401700.00       | $13203610.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.7901%  | 0.0000% | $1741276.00        | $1517330.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.4401%  | 0.0000% | $10578868.00       | $7537801.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.6401%  | 0.0000% | $115650.00         | $113320.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $868784.00         | $838469.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.4401%  | 0.0000% | $552192.00         | $531972.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.6401%  | 0.0000% | $2701182.00        | $2650283.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $1400000.00        | $1367984.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1600000.00        | $1441950.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.3901%  | 0.0000% | $1008.00           | $1007.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.8901%  | 0.0000% | $5658448.00        | $5090924.47        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2040-02-15      | 0.0000%  | 0.0000% | $3248200.00        | $1684084.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $200.00            | $212.92            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.5000%  | 0.0000% | $14293800.00       | $14366837.37       | U.S. Treasuries (including strips)        |

### Security 103: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **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: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $680000000.00
- **C.18.a - Value (excl. sponsor support):** $680000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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    | 2049-08-25      | 3.5000%  | 0.0000% | $2000000.00        | $303895.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 4.8452%  | 0.0000% | $1700000.00        | $914547.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 5.0000%  | 0.0000% | $2865000.00        | $2404173.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-05-15      | 3.0000%  | 0.0000% | $482520.00         | $412926.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.0000%  | 0.0000% | $3478372.00        | $3117048.38        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-07-25      | 4.7500%  | 0.0000% | $620109.00         | $535701.86         | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2036-07-20      | 6.0000%  | 0.0000% | $1548224.00        | $169497.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-20      | 4.5142%  | 0.0000% | $5705000.00        | $1062492.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-09-20      | 5.7500%  | 0.0000% | $9999988.00        | $188304.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 4.1286%  | 0.0000% | $3000000.00        | $102660.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 4.1293%  | 0.0000% | $299999.00         | $26909.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $16950000.00       | $4345029.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $200000000.00      | $102545068.40      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $106950000.00      | $52477883.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-20      | 3.8217%  | 0.0000% | $4399990.00        | $218326.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 4.4401%  | 0.0000% | $86514240.00       | $80186963.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 3.9401%  | 0.0000% | $2399840.00        | $584836.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-07-20      | 4.5401%  | 0.0000% | $5100000.00        | $4928605.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.8901%  | 0.0000% | $100000000.00      | $58085149.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.1901%  | 0.0000% | $173517000.00      | $154907826.67      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.3039%  | 0.0000% | $28035552.00       | $27066826.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 5.0000%  | 0.0000% | $176182999.00      | $176902491.22      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $22912000.00       | $22112835.49       | Agency Collateralized Mortgage Obligation |

### Security 104: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.960000%
- **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: BIV8UV0J6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8UV0J6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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 | 2057-11-25      | 4.0830%  | 0.0000% | $56298378.00       | $6894717.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2059-04-25      | 3.5000%  | 0.0000% | $15608478.00       | $13068283.18       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-12-25      | 5.0000%  | 0.0000% | $1000.00           | $912.29            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-12-25      | 3.5000%  | 0.0000% | $23675.00          | $21260.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-12-25      | 5.0000%  | 0.0000% | $1113399.00        | $1084277.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-04-25      | 4.6452%  | 0.0000% | $56301790.00       | $55298143.86       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-04-25      | 4.9452%  | 0.0000% | $40000000.00       | $38193979.26       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2032-06-25      | 2.5800%  | 0.0000% | $13757325.00       | $12349019.74       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2027-06-15      | 4.6357%  | 0.0000% | $105203256.00      | $105331662.42      | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp       | 2040-04-15      | 4.6357%  | 0.0000% | $22407275.00       | $22089173.86       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2032-06-25      | 3.8896%  | 0.0000% | $238812671.00      | $172450.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2032-11-25      | 3.9296%  | 0.0000% | $413630729.00      | $52413.70          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2033-02-25      | 4.1364%  | 0.0000% | $364848824.00      | $233534.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2033-11-25      | 3.9096%  | 0.0000% | $436072978.00      | $210171.78         | Agency Collateralized Mortgage Obligation |

### Security 105: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8W20L3, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8W20L3
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 2.6100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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 | 2049-02-15      | 1.0000%  | 0.0000% | $11094800.00       | $10225832.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $168900.00         | $147018.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $37999800.00       | $35871951.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $24800.00          | $22967.07          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $44440000.00       | $42857255.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $706802000.00      | $750706031.81      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51075419.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 3.8252%  | 0.0000% | $1000.00           | $1000.36           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $823553000.00      | $870560666.61      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $9000000.00        | $8814431.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $10199600.00       | $10200823.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $9636000.00        | $9755669.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $300.00            | $306.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $9868000.00        | $10087426.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $49899600.00       | $49973009.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $1844100.00        | $1850535.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $8699900.00        | $8696109.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $92172800.00       | $94364459.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-31      | 3.8750%  | 0.0000% | $44509000.00       | $44000406.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-10-31      | 3.7500%  | 0.0000% | $48475000.00       | $47212226.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-30      | 3.7500%  | 0.0000% | $51473000.00       | $50902489.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-12-31      | 3.8750%  | 0.0000% | $44999600.00       | $44674041.57       | U.S. Treasuries (including strips) |

### Security 106: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR5H2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR5H2
- **C.18 - Value (incl. sponsor support):** $493000000.00
- **C.18.a - Value (excl. sponsor support):** $493000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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 | 2026-06-11      | 0.0000%  | 0.0000% | $18544100.00       | $18468124.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-09      | 0.0000%  | 0.0000% | $300.00            | $297.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-06      | 0.0000%  | 0.0000% | $100.00            | $99.03             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-04      | 0.0000%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $32600.00          | $35028.41          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $23300.00          | $19265.72          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $981500.00         | $1099922.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $300.00            | $229.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $1000.00           | $854.90            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $400.00            | $466.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $200.00            | $154.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $500.00            | $381.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $4718100.00        | $3249966.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $162000.00         | $166329.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $800.00            | $600.21            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.16             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $1200.00           | $883.78            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $800.00            | $607.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $1800.00           | $1318.43           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $121200.00         | $88380.93          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $20962400.00       | $13545635.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $1405200.00        | $1031932.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $200.00            | $133.60            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $5992500.00        | $4171171.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $122.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $191289800.00      | $133679950.31      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $1200.00           | $1001.09           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $141.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $400.00            | $347.40            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $80.10             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $168.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $87.59             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $609100.00         | $599152.04         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $1000.00           | $894.58            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $6683700.00        | $6442749.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $98.35             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $4000100.00        | $3778195.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $200.00            | $196.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $158800.00         | $151286.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $200.00            | $196.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2056-02-15      | 4.7500%  | 0.0000% | $974000.00         | $948304.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 4.6250%  | 0.0000% | $200.00            | $193.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $300.00            | $295.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $18911900.00       | $18306170.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $200.00            | $229.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $10250500.00       | $8907379.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $1173400.00        | $1023020.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $59600.00          | $56080.32          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $2200.00           | $1954.80           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $4000000.00        | $3993285.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.77             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $50700.00          | $51499.68          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $7372900.00        | $7387682.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $99.80             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $13826200.00       | $13627507.42       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $4515300.00        | $4593925.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $6176000.00        | $6351404.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $102.02            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $34909000.00       | $38001734.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $102.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $18633200.00       | $19064565.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $489800.00         | $490615.52         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $32227000.00       | $32950584.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $10765000.00       | $10964970.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $35017200.00       | $36229920.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.31            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $200.00            | $206.10            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $200.00            | $198.57            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $1000.00           | $1016.18           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $5600.00           | $5695.20           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $76401400.00       | $76801412.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $200.00            | $201.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $5343600.00        | $5406018.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $6410800.00        | $6418565.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $9725900.00        | $9755708.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-31      | 3.8750%  | 0.0000% | $26049600.00       | $25801379.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-30      | 3.7500%  | 0.0000% | $1262500.00        | $1250607.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.6250%  | 0.0000% | $1284600.00        | $1278726.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.3750%  | 0.0000% | $3700.00           | $3710.96           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 3.8750%  | 0.0000% | $100.00            | $99.64             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.8750%  | 0.0000% | $100.00            | $100.29            | U.S. Treasuries (including strips) |

### Security 107: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities 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: BIV8WR616, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR616
- **C.18 - Value (incl. sponsor support):** $496000000.00
- **C.18.a - Value (excl. sponsor support):** $496000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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 | 2026-05-28      | 0.0000%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-04      | 0.0000%  | 0.0000% | $2900.00           | $2872.46           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $43100.00          | $46310.57          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $300.00            | $306.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $1600.00           | $1223.86           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $5256800.00        | $4075895.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $6700.00           | $5147.19           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $900.00            | $667.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $700.00            | $534.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $6900.00           | $7084.40           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $10000.00          | $7502.65           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.65             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $7859100.00        | $7507068.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $732.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $300.00            | $218.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $64.15             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.54             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $62.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $4400.00           | $2843.22           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $1200.00           | $800.19            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $7186100.00        | $4974310.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $889900.00         | $653512.91         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $300.00            | $200.40            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.91             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $14948500.00       | $12470701.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $70.90             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $2231100.00        | $1884542.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $108346000.00      | $106576467.99      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $137022500.00      | $129170708.21      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $95.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $89.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $9924000.00        | $9737037.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $1043900.00        | $1027662.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $2217200.00        | $2182788.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 4.8750%  | 0.0000% | $1154600.00        | $1153120.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $1429900.00        | $1380700.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2056-02-15      | 4.7500%  | 0.0000% | $27000.00          | $26287.71          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $1000.00           | $993.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $36686500.00       | $36079304.37       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $99.53             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $200.00            | $244.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.82             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $95.76             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $200.00            | $237.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $6764800.00        | $6420011.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $1553400.00        | $1460257.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $19000.00          | $19079.68          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $17344400.00       | $18570770.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.77             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $106.78            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $22300.00          | $22130.16          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $10668200.00       | $10787530.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $102.02            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $1700.00           | $1759.37           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $7737100.00        | $8569158.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $102.63            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $13760000.00       | $14242516.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $3002800.00        | $3179161.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $200.00            | $201.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $1507500.00        | $1515622.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $3999000.00        | $4005658.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $2400.00           | $2558.14           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $4500.00           | $4520.19           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $23001000.00       | $22908788.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $99225000.00       | $100887402.02      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $5695600.00        | $5762129.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $954500.00         | $955656.14         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.3750%  | 0.0000% | $913400.00         | $919091.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.3750%  | 0.0000% | $1000.00           | $1002.96           | U.S. Treasuries (including strips) |

### Security 108: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8YRBR1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8YRBR1
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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 | 2051-02-15      | 1.8750%  | 0.0000% | $335359500.00      | $185380987.87      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $216490400.00      | $222619035.06      | U.S. Treasuries (including strips) |

### Security 109: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **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: BIV90WLD5, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV90WLD5
- **C.18 - Value (incl. sponsor support):** $1403000000.00
- **C.18.a - Value (excl. sponsor support):** $1403000000.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2042-11-01      | 3.5000%  | 0.0000% | $112193772.00      | $16243817.97       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.0000%  | 0.0000% | $126174612.00      | $23156465.98       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $42063000.00       | $31692384.60       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $37547595.00       | $27956781.88       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $23178643.00       | $16107282.84       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $20318413.00       | $16626066.35       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $25868339.00       | $18046865.86       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $1481000.00        | $1180109.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $42981515.00       | $36522905.56       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $775.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $23440000.00       | $17686558.82       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $681.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $36979055.00       | $24732275.76       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $3464276.00        | $2588323.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 6.0000%  | 0.0000% | $63494165.00       | $41248267.10       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $14088112.00       | $11027832.22       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.0000%  | 0.0000% | $8237216.00        | $6601400.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-25      | 1.5449%  | 0.0000% | $4419228.00        | $1793172.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $31314046.00       | $181297.46         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $20796794.00       | $116110.79         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $9483808.00        | $50952.01          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-11-01      | 4.0000%  | 0.0000% | $91211734.00       | $432984.65         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-12-01      | 5.8000%  | 0.0000% | $390000.00         | $181051.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 4.0000%  | 0.0000% | $20787000.00       | $1938503.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 3.5000%  | 0.0000% | $20347920.00       | $2238543.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-03-01      | 4.0000%  | 0.0000% | $62918346.00       | $8678969.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.0000%  | 0.0000% | $1909000.00        | $219290.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $1810318.00        | $160171.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $4134356.00        | $529303.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $10354575.00       | $1331602.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.0000%  | 0.0000% | $90492823.00       | $16029998.79       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $241969351.00      | $29021463.53       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $23778368.00       | $3745358.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $27961824.00       | $5337688.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $116658816.00      | $5368022.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $12068681.00       | $2315021.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $47298944.00       | $6935293.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.0000%  | 0.0000% | $58881792.00       | $8081095.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $25770240.00       | $5401641.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $134565888.00      | $20039568.68       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $100096144.00      | $15016409.10       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1167289.00        | $121739.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 3.5000%  | 0.0000% | $1211909.00        | $168905.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $3770290.00        | $1158276.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $12186352.00       | $1093226.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 2.5000%  | 0.0000% | $810000.00         | $26211.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $55154544.00       | $704203.93         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $18000000.00       | $430209.59         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-08-01      | 5.0000%  | 0.0000% | $22985961.00       | $383392.99         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $153827361.00      | $2988344.56        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $83600000.00       | $1604433.71        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-01-01      | 3.0000%  | 0.0000% | $26880449.00       | $152629.59         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-01-01      | 3.5000%  | 0.0000% | $21177373.00       | $311213.83         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $21653116.00       | $319014.69         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-07-01      | 4.5000%  | 0.0000% | $124583000.00      | $2454090.66        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-02-01      | 3.5000%  | 0.0000% | $50043825.00       | $1119996.66        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2034-08-01      | 5.5000%  | 0.0000% | $2000000.00        | $33469.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $1887970.00        | $1627103.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $4248854.00        | $3889442.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $35421257.00       | $32448619.66       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1225438.00        | $1205409.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 4.0000%  | 0.0000% | $2500000.00        | $379192.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $179710.00         | $42083.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $126739778.00      | $41258026.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2063-03-01      | 4.5000%  | 0.0000% | $22592877.00       | $16456752.93       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.3000%  | 0.0000% | $99050.00          | $70136.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 5.5000%  | 0.0000% | $320000.00         | $104213.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $3895583.00        | $1977911.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $100077374.00      | $20335677.80       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $37850620.00       | $9995381.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $62535887.00       | $14706635.50       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.5000%  | 0.0000% | $58877991.00       | $17245561.93       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $20216459.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $30134374.00       | $16307704.29       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $50147481.00       | $28876298.31       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $50454240.00       | $33809895.22       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $27354848.00       | $18464346.18       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $884564.00         | $574862.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $27955055.00       | $20577361.17       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $25734980.00       | $18336229.28       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $19283614.00       | $14735701.47       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $25502244.00       | $18485911.81       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $24598389.00       | $17298171.30       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $22747110.00       | $16685095.90       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $1468459.00        | $1205714.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $19794000.00       | $15087437.95       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $20478000.00       | $15989711.40       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $21415914.00       | $16391479.97       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $19373114.00       | $17275709.13       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $9033687.00        | $7996752.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $3974330.00        | $4108406.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $11530876.00       | $12187839.97       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $34655.00          | $36849.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.0000%  | 0.0000% | $964089.00         | $894172.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $48718248.00       | $32294174.70       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $6963992.00        | $4932619.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $24714164.00       | $20296596.02       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $46184247.00       | $34635636.05       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $20232234.00       | $9278175.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $82267460.00       | $8430083.40        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-08-25      | 2.0000%  | 0.0000% | $130617312.00      | $4464092.96        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-05-25      | 2.5000%  | 0.0000% | $100000000.00      | $11305894.87       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $60741444.00       | $10024023.99       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 2.0000%  | 0.0000% | $13799708.00       | $978895.99         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $27127000.00       | $3711014.98        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-10-01      | 3.0000%  | 0.0000% | $98335925.00       | $14284623.68       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $34979633.00       | $5371167.12        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $30829180.00       | $4911363.02        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-06-01      | 1.5000%  | 0.0000% | $15554957.00       | $601161.30         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-05-01      | 2.5000%  | 0.0000% | $10215045.00       | $577166.39         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-07-01      | 3.5000%  | 0.0000% | $11771783.00       | $904203.58         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-10-01      | 4.5000%  | 0.0000% | $8038683.00        | $580482.84         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-11-01      | 5.5000%  | 0.0000% | $1658684.00        | $100320.01         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $7378736.00        | $734366.20         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-11-01      | 3.3795%  | 0.0000% | $744037.00         | $42137.92          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-06-01      | 3.1836%  | 0.0000% | $2664945.00        | $338270.80         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 4.5047%  | 0.0000% | $4016787.00        | $697224.31         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 5.8644%  | 0.0000% | $1240574.00        | $170025.49         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $49550250.00       | $6265824.75        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $35719555.00       | $4725028.39        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $36882576.00       | $30981517.77       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 5.0000%  | 0.0000% | $46078368.00       | $8741918.32        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 4.5000%  | 0.0000% | $34903534.00       | $6689058.11        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $40881741.00       | $38230895.74       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $31741000.00       | $28623452.07       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.5000%  | 0.0000% | $2798039.00        | $2868688.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 6.0000%  | 0.0000% | $5237962.00        | $5496708.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $3214280.00        | $3226757.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 4.4901%  | 0.0000% | $2378585.00        | $2262751.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.8401%  | 0.0000% | $49863800.00       | $27092209.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.8901%  | 0.0000% | $3391400.00        | $2954274.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.9401%  | 0.0000% | $3681140.00        | $3036527.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.9901%  | 0.0000% | $78919999.00       | $67665669.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.4401%  | 0.0000% | $58174938.00       | $57299236.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7601%  | 0.0000% | $3867234.00        | $3867911.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 4.4401%  | 0.0000% | $50652644.00       | $49933802.54       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-05-14      | 0.0000%  | 0.0000% | $1610400.00        | $1608319.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-03      | 0.0000%  | 0.0000% | $3789500.00        | $3742396.52        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-05      | 0.0000%  | 0.0000% | $3892000.00        | $3890458.77        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-23      | 0.0000%  | 0.0000% | $5975600.00        | $5926002.52        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-19      | 0.0000%  | 0.0000% | $301500.00         | $300959.71         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-27      | 0.0000%  | 0.0000% | $3146800.00        | $3109784.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-23      | 0.0000%  | 0.0000% | $4631200.00        | $4606552.75        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-28      | 0.0000%  | 0.0000% | $2600000.00        | $2577278.60        | U.S. Treasuries (including strips)        |

### Security 110: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94E952, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV94E952
- **C.18 - Value (incl. sponsor support):** $698000000.00
- **C.18.a - Value (excl. sponsor support):** $698000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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 | 2040-02-15      | 4.6250%  | 0.0000% | $200.00            | $200.38            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $145.68            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $4753500.00        | $3930455.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $13569700.00       | $15206945.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $400.00            | $420.95            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $1100.00           | $862.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $24221100.00       | $17975642.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $1400.00           | $1068.94           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $68.88             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $700.00            | $515.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $15686600.00       | $11916845.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $200.00            | $145.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $1100.00           | $522.97            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $400.00            | $266.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.80             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $700.00            | $487.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.91             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $1000.00           | $836.97            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $35794600.00       | $35209994.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $900.00            | $885.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $7715800.00        | $6902892.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $129.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $125183200.00      | $116137905.99      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $1000.00           | $997.97            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $200.00            | $201.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $99889600.00       | $100707989.42      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $600.00            | $639.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $31999800.00       | $32125389.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $170900.00         | $169675.84         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $103198000.00      | $104926965.12      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.8022%  | 0.0000% | $300.00            | $300.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $200.00            | $200.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $500.00            | $512.58            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $4029300.00        | $4020725.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-10-31      | 3.7500%  | 0.0000% | $246283200.00      | $240291376.03      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.3750%  | 0.0000% | $36436000.00       | $36663021.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.3750%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 3.8750%  | 0.0000% | $100.00            | $99.64             | U.S. Treasuries (including strips) |

### Security 111: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 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: BIV98HGH7, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV98HGH7
- **C.18 - Value (incl. sponsor support):** $1530000000.00
- **C.18.a - Value (excl. sponsor support):** $1530000000.00
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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 | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $90.37             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $91.77             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $1478000.00        | $1222091.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $28626800.00       | $22441582.56       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $76.82             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $62.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $235000000.00      | $133278698.48      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.17             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $10952900.00       | $8773395.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $811400.00         | $767275.56         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $51975200.00       | $49326123.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $1900.00           | $1804.15           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $204600.00         | $192365.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $50095400.00       | $47137016.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $320000.00         | $309269.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $50829000.00       | $47156276.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $50457900.00       | $49426541.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $4638900.00        | $4670389.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $13416400.00       | $13628015.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $95853700.00       | $92444329.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $48126000.00       | $48586795.61       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $25164000.00       | $25817282.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $230020800.00      | $234531047.85      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $43181900.00       | $44001877.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $17060000.00       | $16993275.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $3999900.00        | $3924711.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $40664700.00       | $40883801.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $26806500.00       | $27408379.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $46348600.00       | $47124524.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $123894300.00      | $127399612.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $33913500.00       | $34503337.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 3.7412%  | 0.0000% | $5294900.00        | $5296419.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $46010000.00       | $46690066.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $43580100.00       | $43751138.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $21049200.00       | $20898424.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $83301600.00       | $84717677.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $205000.00         | $205967.79         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $42558700.00       | $42618759.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 3.5000%  | 0.0000% | $40211300.00       | $39883876.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 3.5000%  | 0.0000% | $149448100.00      | $148628526.62      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-31      | 4.0000%  | 0.0000% | $262000.00         | $261572.22         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 3.3750%  | 0.0000% | $13455500.00       | $13411142.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 3.8750%  | 0.0000% | $100.00            | $99.64             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 3.8750%  | 0.0000% | $15813900.00       | $15703677.12       | U.S. Treasuries (including strips) |

### Security 112: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.680000%
- **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: BIV98N7X9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV98N7X9
- **C.18 - Value (incl. sponsor support):** $1350000000.00
- **C.18.a - Value (excl. sponsor support):** $1350000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 5.5000%  | 0.0000% | $1600.00           | $16.12             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $1024.00           | $216.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 3.5000%  | 0.0000% | $4714.00           | $1201.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $1008.00           | $859.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 3.0000%  | 0.0000% | $1145.00           | $146.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1013.00           | $466.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $923.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 3.5000%  | 0.0000% | $33752441.00       | $4505361.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $1288.00           | $261.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-25      | 5.0452%  | 0.0000% | $17194600.00       | $14189842.42       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-03-25      | 4.6452%  | 0.0000% | $100204.00         | $91074.19          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.0452%  | 0.0000% | $36474550.00       | $31626613.46       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-03-25      | 4.5452%  | 0.0000% | $30713248.00       | $28541036.43       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 4.6452%  | 0.0000% | $12079872.00       | $12057659.06       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $1024.00           | $169.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $25186.00          | $11465.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $702917.00         | $603284.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $799486.00         | $780894.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1272768.00        | $593182.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1240.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $685.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $21399232.00       | $13342754.93       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $2556992.00        | $2485808.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1043.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1880721.00        | $335731.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $464.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 1.5000%  | 0.0000% | $25940800.00       | $13933305.08       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | 0.0000% | $2240.00           | $2189.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | 0.0000% | $14531800.00       | $14556079.89       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $1000.00           | $91.96             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $1000.00           | $122.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 4.0000%  | 0.0000% | $2030.00           | $164.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $1001.00           | $84.55             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $1000.00           | $69.34             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $1001.00           | $83.77             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $1000.00           | $89.73             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $2048.00           | $296.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $1017.00           | $69.94             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1000.00           | $92.13             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $1000.00           | $91.74             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $1000.00           | $127.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $1020.00           | $104.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $1024.00           | $77.23             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 5.5000%  | 0.0000% | $1000.00           | $71.42             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-06-20      | 4.0000%  | 0.0000% | $1023.00           | $86.40             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $1024.00           | $91.17             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $87.03             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $87.28             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $1023.00           | $72.22             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $1426.00           | $145.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $273.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $34847504.00       | $22994152.15       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $684.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $40000000.00       | $27422840.90       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $2024.00           | $1218.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1000.00           | $596.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $2038.00           | $1333.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $212623355.00      | $149176817.00      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $35499166.00       | $24947606.58       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1922992.00        | $1376489.74        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $15699040.00       | $11093611.42       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $2304.00           | $1471.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 4.0000%  | 0.0000% | $1024.00           | $753.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1024.00           | $729.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $19809.00          | $9378.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $11350.00          | $8168.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1000.00           | $365.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $423948.00         | $343977.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $697.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $396198.00         | $157386.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $6511.00           | $5570.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $10398.00          | $8421.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1008.00           | $695.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $822.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $2736.00           | $2332.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2304.00           | $1326.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $785.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $2000.00           | $1565.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $5982872.00        | $4493168.84        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1024.00           | $601.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $784.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $827.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $62612048.00       | $61502167.84       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $20000000.00       | $19874518.79       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $2000.00           | $1479.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.7901%  | 0.0000% | $8015360.00        | $7025748.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8901%  | 0.0000% | $100000000.00      | $71154730.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.7401%  | 0.0000% | $1001.00           | $897.80            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.8901%  | 0.0000% | $1000.00           | $951.36            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $1577.00           | $860.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $148365001.00      | $83343521.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $8544193.00        | $4906717.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $281813620.00      | $159924436.78      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $60622000.00       | $37988313.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 4.8201%  | 0.0000% | $2677738.00        | $1020981.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 4.7701%  | 0.0000% | $16555886.00       | $13929683.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9401%  | 0.0000% | $23101400.00       | $8798372.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.7501%  | 0.0000% | $14351462.00       | $10647808.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7901%  | 0.0000% | $7056632.00        | $5086548.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.6901%  | 0.0000% | $74846000.00       | $50965936.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.8401%  | 0.0000% | $687281.00         | $495806.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7401%  | 0.0000% | $12743872.00       | $7909131.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.7101%  | 0.0000% | $40161900.00       | $31680568.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.9401%  | 0.0000% | $6487048.00        | $4118807.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.6901%  | 0.0000% | $1024.00           | $812.39            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.7901%  | 0.0000% | $66912458.00       | $53407320.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.8401%  | 0.0000% | $38039400.00       | $22012667.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.6901%  | 0.0000% | $13903680.00       | $8604193.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.6901%  | 0.0000% | $7749579.00        | $6313476.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8401%  | 0.0000% | $7053495.00        | $6490602.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0901%  | 0.0000% | $13902398.00       | $11966818.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0401%  | 0.0000% | $74541.00          | $62829.10          | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-07-09      | 0.0000%  | 0.0000% | $37404000.00       | $37146286.44       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-02      | 0.0000%  | 0.0000% | $220000.00         | $218637.98         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 0.0000%  | 0.0000% | $200.00            | $196.67            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-21      | 0.0000%  | 0.0000% | $693700.00         | $688116.41         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-18      | 0.0000%  | 0.0000% | $400.00            | $395.63            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 0.0000%  | 0.0000% | $9162000.00        | $3895132.68        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 6.3750%  | 0.0000% | $71500.00          | $74697.11          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2038-05-15      | 4.5000%  | 0.0000% | $900.00            | $919.08            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $76.49             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $153.54            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 2.8750%  | 0.0000% | $12179400.00       | $9443379.41        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-11-15      | 3.0000%  | 0.0000% | $1200.00           | $916.23            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $1300.00           | $846.17            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.16             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $75.97             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.25             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $44782100.00       | $32655805.77       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-11-15      | 2.3750%  | 0.0000% | $200.00            | $128.31            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.61             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $5100.00           | $4254.65           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-08-15      | 3.0000%  | 0.0000% | $2000.00           | $1418.06           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $15334600.00       | $13761520.56       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $78706800.00       | $77421342.28       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $95.78             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $1000.00           | $983.47            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-08-15      | 4.2500%  | 0.0000% | $2619000.00        | $2343072.23        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $900.00            | $817.44            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-08-15      | 4.7500%  | 0.0000% | $1746300.00        | $1699329.67        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 4.8750%  | 0.0000% | $6044500.00        | $6036753.79        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-11-15      | 4.6250%  | 0.0000% | $238900.00         | $233585.33         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 2.7500%  | 0.0000% | $29000.00          | $28589.26          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 0.6250%  | 0.0000% | $12500.00          | $12157.30          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 0.5000%  | 0.0000% | $700.00            | $677.03            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 1.2500%  | 0.0000% | $800.00            | $762.01            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-15      | 0.1250%  | 0.0000% | $5459800.00        | $6264427.10        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 1.3750%  | 0.0000% | $19154000.00       | $18004970.69       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $113000.00         | $98518.29          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $94.09             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-15      | 2.8750%  | 0.0000% | $1000.00           | $945.60            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.2500%  | 0.0000% | $17000.00          | $17071.29          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $99.80             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $16255900.00       | $16022290.86       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $1083000.00        | $1095868.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-31      | 3.8482%  | 0.0000% | $100.00            | $100.08            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-31      | 4.3750%  | 0.0000% | $16429200.00       | $16822650.02       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-07-31      | 4.0000%  | 0.0000% | $107000.00         | $107129.60         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.3750%  | 0.0000% | $100.00            | $100.62            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.3750%  | 0.0000% | $84376000.00       | $84625908.66       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 3.8750%  | 0.0000% | $900.00            | $896.73            | U.S. Treasuries (including strips)        |

### Security 113: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9B9Y73, C.3 - LEI: N/A, C.5 - Other ID: BIV9B9Y73
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $16181100.00       | $15413766.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $97937600.00       | $99642991.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $113830000.00      | $114443316.04      | U.S. Treasuries (including strips) |

### Security 114: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9BRXZ2, C.3 - LEI: N/A, C.5 - Other ID: BIV9BRXZ2
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $186951600.00      | $191170901.42      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $163914500.00      | $165829175.31      | U.S. Treasuries (including strips) |

### Security 115: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9ECD01, C.3 - LEI: N/A, C.5 - Other ID: BIV9ECD01
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $123961000.00      | $124994370.40      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.5000%  | 0.0000% | $115154300.00      | $115852333.56      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-30      | 3.7500%  | 0.0000% | $14287900.00       | $14153312.54       | U.S. Treasuries (including strips) |

### Security 116: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 3.670000%
- **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: BIV9GL5L2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV9GL5L2
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-10-25      | 5.0000%  | 0.0000% | $59271296.00       | $54410836.49       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 3.1170%  | 0.0000% | $22212000.00       | $20896958.91       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 4.4952%  | 0.0000% | $39337600.00       | $38536172.45       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-07-25      | 4.3452%  | 0.0000% | $26749038.00       | $26311576.34       | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2054-03-20      | 0.2500%  | 0.0000% | $100000000.00      | $61101093.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.3401%  | 0.0000% | $100000000.00      | $56273796.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4401%  | 0.0000% | $200000000.00      | $135169566.31      | Agency Collateralized Mortgage Obligation |

### Security 117: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.710000%
- **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: BIV9JN6X8, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV9JN6X8
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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                  | 2056-05-25      | 5.5000%  | 0.0000% | $100241685.00      | $103750433.56      | Agency Collateralized Mortgage Obligation |
| FHLMC WLST 2015-SC02           1-A    20450925 3.00000 | 2045-09-25      | 3.0000%  | 0.0000% | $9998835.00        | $535120.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2027-06-15      | 4.6357%  | 0.0000% | $201856.00         | $202102.38         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2040-04-15      | 4.6357%  | 0.0000% | $18088044.00       | $17831260.10       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2032-06-25      | 3.8896%  | 0.0000% | $1384.00           | $1.00              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2032-11-25      | 3.9296%  | 0.0000% | $11995.00          | $1.52              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2033-02-25      | 4.1364%  | 0.0000% | $121389.00         | $77.70             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2033-11-25      | 3.9096%  | 0.0000% | $8222427.00        | $3962.92           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2056-08-25      | 3.0000%  | 0.0000% | $530388.00         | $139564.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2057-06-25      | 3.2500%  | 0.0000% | $963955.00         | $289287.63         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-1      HT     20570525 FLT     | 2057-05-25      | 3.0000%  | 0.0000% | $2000000.00        | $807216.35         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-1      MV     20570525 3.00000 | 2057-05-25      | 3.0000%  | 0.0000% | $3302492.00        | $2142972.15        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-2      HT     20571126 3.00000 | 2057-11-26      | 3.0000%  | 0.0000% | $168784.00         | $64875.54          | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-2      MT     20571126 3.50000 | 2057-11-26      | 3.5000%  | 0.0000% | $246847.00         | $86632.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-03-25      | 3.5000%  | 0.0000% | $158806016.00      | $39176784.69       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-07-25      | 3.5000%  | 0.0000% | $35908428.00       | $9190960.05        | Agency Collateralized Mortgage Obligation |
| FHLMCT SLSTT SERIES 2018-1     A-1    20280625 3.50000 | 2028-06-25      | 3.5000%  | 0.0000% | $513853.00         | $150481.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2061-04-25      | 2.0000%  | 0.0000% | $435000.00         | $176264.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 4.5901%  | 0.0000% | $57669623.00       | $29452001.47       | Agency Collateralized Mortgage Obligation |

### Security 118: Natixis

- **C.1 - Title:** Natixis 3.730000%
- **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: BIV9LFLY3, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9LFLY3
- **C.18 - Value (incl. sponsor support):** $525000000.00
- **C.18.a - Value (excl. sponsor support):** $525000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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          | 2032-04-15      | 6.0000%  | 0.0000% | $27955648.00       | $380788.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1169639.00        | $1062542.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $1016823.00        | $805131.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-25      | 3.5000%  | 0.0000% | $5000000.00        | $4598867.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 2.0000%  | 0.0000% | $1301000.00        | $1070057.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $1000000.00        | $821668.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $3362609.00        | $1988783.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 2.5000%  | 0.0000% | $1500000.00        | $1404061.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 4.0000%  | 0.0000% | $3181397.00        | $3004212.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-05-25      | 3.0000%  | 0.0000% | $5500000.00        | $4419671.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-04-25      | 3.1199%  | 0.0000% | $17641216.00       | $7553433.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-04-25      | 2.1511%  | 0.0000% | $11000000.00       | $5738162.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-25      | 4.6469%  | 0.0000% | $19520000.00       | $53233.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-05-15      | 3.0000%  | 0.0000% | $2156288.00        | $1845288.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-08-15      | 3.0000%  | 0.0000% | $993000.00         | $609013.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-03-25      | 4.8952%  | 0.0000% | $14068760.00       | $7579510.07        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2036-03-25      | 5.5000%  | 0.0000% | $3716000.00        | $559539.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2035-04-15      | 6.0000%  | 0.0000% | $1130608.00        | $1162410.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-02-15      | 5.5000%  | 0.0000% | $2651180.00        | $2421766.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-02-15      | 5.5000%  | 0.0000% | $2651180.00        | $2421766.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-11-15      | 5.7500%  | 0.0000% | $5000000.00        | $1742309.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $1116865.00        | $554486.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $1093412.00        | $366866.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 4.0000%  | 0.0000% | $2109860.00        | $2004511.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 3.9600%  | 0.0000% | $8463616.00        | $8158976.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $1580339.00        | $712070.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 4.8600%  | 0.0000% | $12268.00          | $12517.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.5900%  | 0.0000% | $38086900.00       | $38336197.80       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $555000.00         | $318492.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $9971930.00        | $9862615.49        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2063-01-20      | 4.1402%  | 0.0000% | $2000000.00        | $49821.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 4.3908%  | 0.0000% | $2729000.00        | $912901.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 4.6774%  | 0.0000% | $2000000.00        | $420714.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $4000000.00        | $1157042.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-20      | 4.2657%  | 0.0000% | $1350000.00        | $573616.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-04-20      | 4.1684%  | 0.0000% | $4991192.00        | $1881202.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-20      | 4.1286%  | 0.0000% | $5600000.00        | $440751.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 4.5286%  | 0.0000% | $2500000.00        | $378046.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-05-20      | 4.8229%  | 0.0000% | $380641.00         | $314492.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 4.9786%  | 0.0000% | $1000000.00        | $676837.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $9521222.00        | $5538065.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-07-20      | 4.4401%  | 0.0000% | $18444864.00       | $17012365.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 4.4401%  | 0.0000% | $41157632.00       | $38027626.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-10-20      | 4.3901%  | 0.0000% | $35000000.00       | $35141613.66       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-06-18      | 0.0000%  | 0.0000% | $300.00            | $298.53            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 3.1250%  | 0.0000% | $825500.00         | $671831.62         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.0000%  | 0.0000% | $434400.00         | $349251.91         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 2.7500%  | 0.0000% | $44997600.00       | $34497522.41       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $87.58             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 3.6250%  | 0.0000% | $204200.00         | $173271.91         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $82.48             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 3.0000%  | 0.0000% | $1000.00           | $772.04            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 2.8750%  | 0.0000% | $400.00            | $296.41            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $3852300.00        | $2649498.29        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 1.0000%  | 0.0000% | $200.00            | $205.28            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $200.00            | $146.34            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $13445900.00       | $9792414.97        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 1.0000%  | 0.0000% | $5227000.00        | $4817610.68        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-05-15      | 2.8750%  | 0.0000% | $1500.00           | $1074.76           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $64.11             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-02-15      | 1.8750%  | 0.0000% | $1500.00           | $829.17            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $73.32             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $1437000.00        | $998932.38         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-05-15      | 2.8750%  | 0.0000% | $156400.00         | $109214.70         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 3.3750%  | 0.0000% | $123500.00         | $103197.73         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $800.00            | $786.15            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $32610600.00       | $31949536.29       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $97.24             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 2.8750%  | 0.0000% | $273700.00         | $268891.11         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.1250%  | 0.0000% | $7774400.00        | $7730732.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $463600.00         | $461731.17         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-15      | 0.7500%  | 0.0000% | $4685000.00        | $6108034.96        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 1.8750%  | 0.0000% | $1000.00           | $999.89            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $5984700.00        | $5193508.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 0.5000%  | 0.0000% | $3995400.00        | $3797699.62        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.8750%  | 0.0000% | $1443300.00        | $1260451.83        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $8630300.00        | $7559536.29        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 1.2500%  | 0.0000% | $284300.00         | $269683.00         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 0.6250%  | 0.0000% | $3012600.00        | $2993878.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 0.1250%  | 0.0000% | $11026000.00       | $13323803.06       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 1.3750%  | 0.0000% | $581200.00         | $545828.17         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-31      | 1.1250%  | 0.0000% | $10125100.00       | $9992056.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $517800.00         | $450716.55         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.2500%  | 0.0000% | $2334000.00        | $2312465.21        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $96.92             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-15      | 2.8750%  | 0.0000% | $232000.00         | $219008.86         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-15      | 4.1250%  | 0.0000% | $149800.00         | $151878.59         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $55100.00          | $53137.60          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $2396400.00        | $2414769.45        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-07-15      | 1.3750%  | 0.0000% | $4000000.00        | $4248465.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 2.3750%  | 0.0000% | $138000.00         | $152800.66         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 4.3750%  | 0.0000% | $18739700.00       | $19270202.89       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $970000.00         | $977023.71         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $1902000.00        | $1922720.87        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-01-15      | 1.7500%  | 0.0000% | $7197900.00        | $7696425.15        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $7116300.00        | $7356742.57        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $2376100.00        | $2403262.56        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $107500.00         | $104945.94         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.5000%  | 0.0000% | $10100.00          | $9972.32           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.1250%  | 0.0000% | $39964000.00       | $40127852.40       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $23078300.00       | $24569722.60       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-15      | 1.6250%  | 0.0000% | $4998900.00        | $5206756.46        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-05-15      | 4.2500%  | 0.0000% | $15100.00          | $15249.17          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 3.7500%  | 0.0000% | $664000.00         | $672901.67         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-31      | 4.1250%  | 0.0000% | $4138100.00        | $4197903.62        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-06-30      | 4.0000%  | 0.0000% | $1202500.00        | $1206696.33        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $100.05            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.12             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 3.5000%  | 0.0000% | $1000.00           | $997.28            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 3.5000%  | 0.0000% | $41899000.00       | $41640483.17       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-11-15      | 4.0000%  | 0.0000% | $5051700.00        | $4985687.12        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.5000%  | 0.0000% | $2512300.00        | $2525137.16        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.5000%  | 0.0000% | $2512300.00        | $2525137.16        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.6250%  | 0.0000% | $600.00            | $596.31            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-15      | 3.5000%  | 0.0000% | $2464600.00        | $2460932.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-02-15      | 4.1250%  | 0.0000% | $1000.00           | $985.46            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-28      | 3.5000%  | 0.0000% | $339900.00         | $333666.79         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-15      | 3.5000%  | 0.0000% | $515200.00         | $511173.71         | U.S. Treasuries (including strips)        |

### Security 119: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.710000%
- **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: BIV9LT182, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV9LT182
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $26250639.00       | $26936882.81       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $371550779.00      | $382426194.03      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-16      | 2.9000%  | 0.0000% | $6245000.00        | $5379431.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-16      | 2.7736%  | 0.0000% | $5433400.00        | $707677.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-10-16      | 2.0000%  | 0.0000% | $1065000.00        | $207368.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 2.5000%  | 0.0000% | $4000000.00        | $2871804.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 3.0000%  | 0.0000% | $12100000.00       | $9400255.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 1.5000%  | 0.0000% | $15085000.00       | $10320952.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 2.5000%  | 0.0000% | $315000.00         | $252803.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 3.7500%  | 0.0000% | $1000000.00        | $865170.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 3.6000%  | 0.0000% | $5243000.00        | $4591099.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-16      | 2.5000%  | 0.0000% | $7000000.00        | $5553835.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 4.0000%  | 0.0000% | $320000.00         | $292955.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 3.2500%  | 0.0000% | $25000000.00       | $20124769.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 3.8863%  | 0.0000% | $2060000.00        | $1680562.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-16      | 4.0000%  | 0.0000% | $15000000.00       | $13734916.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 4.0000%  | 0.0000% | $10000000.00       | $8988385.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-16      | 2.0000%  | 0.0000% | $2000000.00        | $1456367.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-16      | 4.5000%  | 0.0000% | $10000000.00       | $9333278.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.7500%  | 0.0000% | $131810084.00      | $40944104.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $59158339.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $56003471.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-16      | 4.7500%  | 0.0000% | $29330000.00       | $27269373.60       | Agency Collateralized Mortgage Obligation |

### Security 120: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.710000%
- **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: BIV9LT1N9, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9LT1N9
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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       | 2027-10-15      | 3.5000%  | 0.0000% | $14663406.10       | $1941.38           | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2028-12-15      | 2.5000%  | 0.0000% | $48700206.85       | $32949.04          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2028-12-15      | 4.5000%  | 0.0000% | $19210612.85       | $972.17            | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2034-03-15      | 4.0000%  | 0.0000% | $11934852.55       | $53490.74          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2047-09-15      | 4.5000%  | 0.0000% | $94879495.60       | $4508576.14        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2033-01-01      | 2.5000%  | 0.0000% | $152503381.55      | $60657991.77       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2052-06-01      | 3.5000%  | 0.0000% | $97738699.25       | $68916831.47       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2052-03-01      | 2.0000%  | 0.0000% | $106517750.00      | $67184935.44       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2047-09-15      | 2.0000%  | 0.0000% | $106112464.05      | $19895230.39       | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2055-08-25      | 6.0000%  | 0.0000% | $73055503.35       | $10219921.87       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2033-10-01      | 4.5000%  | 0.0000% | $7772199.40        | $8970.46           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2033-12-01      | 5.5000%  | 0.0000% | $180735357.20      | $141177.31         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2034-08-01      | 5.5000%  | 0.0000% | $90883881.05       | $80126.60          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-07-01      | 6.5000%  | 0.0000% | $9995158.50        | $14596.45          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-03-01      | 6.5000%  | 0.0000% | $10220841.15       | $14486.80          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-10-01      | 6.5000%  | 0.0000% | $20418263.95       | $32773.14          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2035-05-01      | 4.5000%  | 0.0000% | $13868674.80       | $10947.19          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2032-07-01      | 3.5000%  | 0.0000% | $18168750.00       | $80917.35          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $62188549.15       | $54678198.94       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-12-01      | 4.0000%  | 0.0000% | $90461096.15       | $70773360.16       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $31352601.05       | $27465794.49       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2056-04-01      | 4.5000%  | 0.0000% | $89443688.65       | $86313338.43       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $141493214.25      | $21319484.35       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $385655.20         | $55349.47          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.0000%  | 0.0000% | $77351079.50       | $75703342.29       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 6.0000%  | 0.0000% | $75413174.70       | $66850820.38       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2056-03-01      | 5.0000%  | 0.0000% | $66377993.45       | $65792701.06       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2051-01-25      | 1.5000%  | 0.0000% | $573750.00         | $40591.75          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2052-04-25      | 2.0000%  | 0.0000% | $161500.00         | $18566.95          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $65990082.35       | $65628707.35       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2041-03-01      | 4.5000%  | 0.0000% | $42877530.90       | $41715342.05       | Agency Mortgage-Backed Securities   |
| U.S. Treasury                         | 2026-06-04      | 0.0000%  | 0.0000% | $10039605.00       | $10004466.38       | U.S. Treasuries (including strips)  |
| U.S. Treasury                         | 2028-04-30      | 3.7462%  | 0.0000% | $48797310.00       | $48783158.78       | U.S. Treasuries (including strips)  |

### Security 121: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 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: BIV9MY3H8, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9MY3H8
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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 | 2044-02-15      | 1.3750%  | 0.0000% | $50.00             | $58.28             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $214600.00         | $206895.79         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $50.00             | $46.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $800.00            | $513.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $250.00            | $180.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.62             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $516450.00         | $292901.21         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $50.00             | $42.23             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $4013050.00        | $3644918.16        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $200.00            | $267.72            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $400.00            | $400.01            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-15      | 1.7500%  | 0.0000% | $150.00            | $140.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $50.00             | $49.36             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $7012000.00        | $6157966.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $316550.00         | $386509.23         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $400.00            | $347.63            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $6800.00           | $8080.06           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $50.00             | $43.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $2488350.00        | $3006216.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $50.00             | $49.35             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $20389050.00       | $19317718.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $10646750.00       | $12279488.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $600.00            | $602.52            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $50.00             | $49.67             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $14419200.00       | $16171563.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $14516450.00       | $15913864.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 4.3750%  | 0.0000% | $2159000.00        | $2182089.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $1703700.00        | $1738056.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $75400.00          | $73744.24          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $1050.00           | $1056.67           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $5245650.00        | $5147043.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $500.00            | $508.37            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $14616200.00       | $15061927.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $120902000.00      | $126000636.29      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $19495000.00       | $19821616.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $361550.00         | $367696.14         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $5483500.00        | $5561097.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-09-30      | 3.8750%  | 0.0000% | $400.00            | $394.58            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 3.5000%  | 0.0000% | $400.00            | $397.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-15      | 3.5000%  | 0.0000% | $1666050.00        | $1654724.19        | U.S. Treasuries (including strips) |

### Security 122: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.670000%
- **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: BIV9NNWH9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9NNWH9
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2052-08-25      | 3.2500%  | 0.0000% | $280141.33         | $189685.39         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-08-25      | 3.2500%  | 0.0000% | $285562.00         | $196520.07         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2029-09-01      | 2.7100%  | 0.0000% | $30176666.67       | $28877834.45       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 4.6700%  | 0.0000% | $29133333.33       | $29543878.63       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 4.7200%  | 0.0000% | $28109333.33       | $28501155.57       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 4.7300%  | 0.0000% | $26666666.67       | $27102407.41       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 4.2250%  | 0.0000% | $28051333.33       | $28068878.66       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.9700%  | 0.0000% | $29430000.00       | $29066776.59       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.8400%  | 0.0000% | $28640000.00       | $28129587.46       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $40887418.67       | $25957268.27       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-03-20      | 4.5286%  | 0.0000% | $36387968.00       | $3189612.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 4.5286%  | 0.0000% | $39999933.33       | $5299952.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 4.5284%  | 0.0000% | $28001280.00       | $3420304.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $128766000.00      | $29240949.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-05-20      | 4.0786%  | 0.0000% | $36405333.33       | $2494013.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-02-20      | 4.2286%  | 0.0000% | $15782208.00       | $3167970.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-04-20      | 4.0201%  | 0.0000% | $33333333.33       | $6840012.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-09-20      | 4.6801%  | 0.0000% | $13333333.33       | $6261530.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-01-20      | 4.1401%  | 0.0000% | $9543333.33        | $3408611.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-05-20      | 4.3401%  | 0.0000% | $3333333.33        | $790874.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.6401%  | 0.0000% | $100000000.00      | $30749194.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 4.7401%  | 0.0000% | $666.67            | $231.75            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.9401%  | 0.0000% | $66666666.67       | $24133896.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.7401%  | 0.0000% | $24785068.00       | $18292582.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.8401%  | 0.0000% | $66666666.67       | $49237594.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.8401%  | 0.0000% | $66666666.67       | $51405887.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.9401%  | 0.0000% | $66666666.67       | $53950813.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.1501%  | 0.0000% | $66666666.67       | $55419021.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.3901%  | 0.0000% | $1340416.00        | $904827.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.6401%  | 0.0000% | $66665933.33       | $65270593.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $204666.67         | $186526.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.7500%  | 0.0000% | $1409088.00        | $1295303.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $34514.00          | $34119.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $1902554.67        | $1711424.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $32192000.00       | $31199605.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $41714048.00       | $40460553.69       | Agency Collateralized Mortgage Obligation |

### Security 123: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9NNWQ9, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9NNWQ9
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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 | 2040-02-15      | 2.1250%  | 0.0000% | $83.33             | $124.42            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $41.67             | $28.70             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $9217541.67        | $6915598.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $1217791.67        | $755446.65         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $41.67             | $26.32             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $41.67             | $26.92             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $41.67             | $28.84             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $10194083.33       | $6421567.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $76247583.33       | $50933030.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $41.67             | $25.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $792166.67         | $663018.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $32571291.67       | $26089970.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $83.33             | $70.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $41.67             | $37.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $72149750.00       | $68015357.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $916.67            | $885.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $18452500.00       | $18969136.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $1875.00           | $2341.82           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $41.67             | $57.55             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $83.33             | $72.89             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $166.67            | $201.35            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $41.67             | $44.61             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $15752500.00       | $15784083.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $5229416.67        | $5583746.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $41.67             | $42.02             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $280791.67         | $283506.15         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $8052958.33        | $8289055.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $41.67             | $41.69             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $839000.00         | $845873.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $6625.00           | $6703.72           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $18500000.00       | $18987070.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $20446958.33       | $20982427.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $5154500.00        | $5457236.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $11916.67          | $12701.86          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $83.33             | $83.92             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 3.6250%  | 0.0000% | $333.33            | $329.22            | U.S. Treasuries (including strips) |

### Security 124: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9P4R36, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9P4R36
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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 | 2045-08-15      | 2.8750%  | 0.0000% | $110.00            | $81.64             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $624855.00         | $406716.52         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 2.8750%  | 0.0000% | $19040230.00       | $14049323.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $2721345.00        | $1758498.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $110.00            | $80.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $110.00            | $80.20             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $26439710.00       | $27179973.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $55.00             | $53.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 4.6250%  | 0.0000% | $253825.00         | $248178.30         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $82500000.00       | $83776171.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $1635260.00        | $1577096.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $27500000.00       | $27951655.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $110000000.00      | $107584429.78      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $24070640.00       | $24611091.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $7397500.00        | $7623089.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $10779505.00       | $10907521.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $1356080.00        | $1355926.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $31716190.00       | $31648693.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-30      | 3.7500%  | 0.0000% | $82500000.00       | $81722876.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-12-31      | 3.8750%  | 0.0000% | $139366480.00      | $138598473.68      | U.S. Treasuries (including strips) |

### Security 125: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 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: BIV9P4RA0, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9P4RA0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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 | 2036-02-15      | 4.5000%  | 0.0000% | $850266.67         | $869821.86         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $231933.33         | $238131.51         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $4964466.67        | $3207975.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $533.33            | $302.48            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $400.00            | $220.69            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $77211466.67       | $68712898.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $5333400.00        | $5027780.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $14609200.00       | $13993026.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $1933.33           | $1729.64           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $1733.33           | $1674.88           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $124573933.33      | $128061776.34      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 4.6250%  | 0.0000% | $4572466.67        | $4470745.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2056-02-15      | 2.3750%  | 0.0000% | $3581600.00        | $3373175.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $533.33            | $531.51            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $32890400.00       | $32346033.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $66.67             | $76.49             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $866.67            | $1047.03           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $697400.00         | $746711.08         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $666666.67         | $667467.33         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $4246933.33        | $4261190.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $185074666.67      | $186846714.91      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $47203733.33       | $52280086.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $4850933.33        | $4890676.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $266.67            | $267.93            | U.S. Treasuries (including strips) |

### Security 126: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.770000%
- **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: BIV9PB542, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV9PB542
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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 | 2055-03-25      | 5.5000%  | 0.0000% | $3078.00           | $3116.01           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-03-25      | 4.7952%  | 0.0000% | $1300000.00        | $874950.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-03-25      | 4.5452%  | 0.0000% | $207172.00         | $158941.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-07-25      | 4.8452%  | 0.0000% | $4000000.00        | $3349046.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-03-25      | 5.0000%  | 0.0000% | $9310711.00        | $8105981.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-12-25      | 5.0000%  | 0.0000% | $2208311.00        | $2014621.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-12-25      | 3.5000%  | 0.0000% | $75226325.00       | $67554222.08       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-12-25      | 5.0000%  | 0.0000% | $39868076.00       | $38825291.33       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-09-25      | 4.7952%  | 0.0000% | $12400000.00       | $11471333.91       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-10-25      | 5.0000%  | 0.0000% | $6884620.00        | $6656081.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-10-25      | 5.0000%  | 0.0000% | $1449274.00        | $1368653.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-11-25      | 4.7452%  | 0.0000% | $3400000.00        | $2788139.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-11-25      | 4.6452%  | 0.0000% | $600000.00         | $591684.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 4.5452%  | 0.0000% | $2800000.00        | $2727815.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-09-25      | 4.6952%  | 0.0000% | $6000000.00        | $5894787.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-02-25      | 4.6452%  | 0.0000% | $1000.00           | $958.43            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-03-25      | 4.6452%  | 0.0000% | $31200000.00       | $29244395.75       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-07-25      | 4.6452%  | 0.0000% | $5400000.00        | $5035088.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-04-25      | 4.6452%  | 0.0000% | $17649515.00       | $17334891.47       | Agency Collateralized Mortgage Obligation |

### Security 127: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corp. & Investment Bank 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9PGKQ5, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9PGKQ5
- **C.18 - Value (incl. sponsor support):** $244000000.00
- **C.18.a - Value (excl. sponsor support):** $244000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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 | 2047-05-15      | 3.0000%  | 0.0000% | $195.20            | $146.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $292.80            | $231.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $48.80             | $35.58             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $6964687.20        | $5882860.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $52704.00          | $47147.78          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $56461.60          | $53226.18          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $563152.00         | $503820.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $97.60             | $94.31             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $48.80             | $50.17             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $260543.20         | $259650.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $48.80             | $65.32             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $3952.80           | $3897.45           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $195.20            | $188.72            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $239168.80         | $330326.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $976780.80         | $1327050.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $48.80             | $46.79             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $488.00            | $464.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $44128864.00       | $41879700.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $9270292.00        | $8830680.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $48.80             | $46.34             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $31427.20          | $37967.72          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $48.80             | $56.28             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $9206071.20        | $9857005.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $2684.00           | $2685.36           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $84986176.00       | $85799899.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $97.60             | $98.54             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $5409772.80        | $5991547.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $6677206.40        | $6872968.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $29949096.80       | $30559224.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $195.20            | $193.35            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $5717212.80        | $5811111.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $21118785.60       | $22071731.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $16543590.40       | $17011654.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $5587014.40        | $5698435.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $97.60             | $98.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $195.20            | $196.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 3.6250%  | 0.0000% | $45628.00          | $45204.75          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $48.80             | $48.70             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-15      | 3.5000%  | 0.0000% | $97.60             | $96.94             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 3.8750%  | 0.0000% | $48.80             | $48.62             | U.S. Treasuries (including strips) |

### Security 128: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 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: BIV9PWCR7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9PWCR7
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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 BOND | 2045-08-15      | 2.8750%  | 0.0000% | $18172150.00       | $13486426.08       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-08-15      | 2.2500%  | 0.0000% | $3105300.00        | $2021231.84        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $73.79             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2047-02-15      | 3.0000%  | 0.0000% | $9148200.00        | $6814389.86        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-05-15      | 3.1250%  | 0.0000% | $9500000.00        | $7216989.55        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-08-15      | 3.0000%  | 0.0000% | $500000.00         | $366229.80         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2049-08-15      | 2.2500%  | 0.0000% | $14999950.00       | $9305090.70        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2050-02-15      | 2.0000%  | 0.0000% | $9000000.00        | $5223873.58        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2050-08-15      | 1.3750%  | 0.0000% | $15000000.00       | $7299131.60        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2040-11-15      | 1.3750%  | 0.0000% | $12867350.00       | $8314717.49        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-02-15      | 1.8750%  | 0.0000% | $18500000.00       | $10233402.15       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-05-15      | 2.2500%  | 0.0000% | $2209650.00        | $1622693.33        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-08-15      | 2.0000%  | 0.0000% | $312300.00         | $177118.88         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-11-15      | 1.8750%  | 0.0000% | $20000000.00       | $11034341.33       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-11-15      | 2.0000%  | 0.0000% | $50.00             | $34.80             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.91             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2052-05-15      | 2.8750%  | 0.0000% | $10000000.00       | $6988347.02        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2052-08-15      | 3.0000%  | 0.0000% | $9500000.00        | $6735781.17        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2055-02-15      | 4.6250%  | 0.0000% | $3364750.00        | $3205544.90        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-05-15      | 5.0000%  | 0.0000% | $2371600.00        | $2438000.48        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2055-11-15      | 4.6250%  | 0.0000% | $6443550.00        | $6221843.96        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-11-15      | 4.6250%  | 0.0000% | $2259200.00        | $2208940.85        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2033-05-15      | 3.3750%  | 0.0000% | $222850.00         | $214923.56         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-11-15      | 4.1250%  | 0.0000% | $18604750.00       | $19022477.72       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-05-15      | 4.2500%  | 0.0000% | $154950.00         | $156790.18         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-09-30      | 3.5000%  | 0.0000% | $198150.00         | $197728.31         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-12-31      | 3.8750%  | 0.0000% | $48259750.00       | $47993805.18       | U.S. Treasuries (including strips) |

### Security 129: Societe Generale

- **C.1 - Title:** Societe Generale 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9R85N5, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9R85N5
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **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

**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 | 2043-08-15      | 4.3750%  | 0.0000% | $18788820.00       | $17739339.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 4.6250%  | 0.0000% | $295237560.00      | $288260672.36      | U.S. Treasuries (including strips) |

### Security 130: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9R85P0, C.3 - LEI: 549300GKFG0RYRRQ1414, C.5 - Other ID: BIV9R85P0
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **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

**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 | 2028-08-31      | 1.1250%  | 0.0000% | $12816700.00       | $12050297.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $919900.00         | $921004.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.58            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $63709200.00       | $64119189.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $10996500.00       | $11029598.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $116045700.00      | $119251504.14      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $314057800.00      | $325070733.73      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $39938500.00       | $40873995.37       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $252100.00         | $259232.61         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $21596100.00       | $21774209.60       | U.S. Treasuries (including strips) |
| Cash          |  | 0.0000%  | 0.0000% | $16323562.54       | $16323562.54       | Cash                               |

### Security 131: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 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: BIV9RE5U6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV9RE5U6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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? 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 | 2028-04-15      | 3.6250%  | 0.0000% | $88535800.00       | $188393073.41      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $11440450.00       | $18989537.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-11-15      | 4.0000%  | 0.0000% | $34321000.00       | $33932264.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-15      | 3.5000%  | 0.0000% | $13778800.00       | $13685131.72       | U.S. Treasuries (including strips) |

### Security 132: Societe Generale

- **C.1 - Title:** Societe Generale 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RE7Q3, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9RE7Q3
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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? 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 | 2028-02-15      | 2.7500%  | 0.0000% | $25470366.67       | $25087968.51       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $25076100.00       | $24975015.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $26739433.33       | $25446116.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $21309000.00       | $20212196.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $27534000.00       | $26076693.83       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $30726633.33       | $30506509.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $29121833.33       | $29525920.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $24688233.33       | $24211750.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $23365600.00       | $23704183.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $27188533.33       | $27713298.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $23314533.33       | $24127169.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $23675500.00       | $23946148.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $23217533.33       | $23358139.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $29634200.00       | $29259589.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $26458366.67       | $26903977.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $27360100.00       | $27709257.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 3.6250%  | 0.0000% | $25911633.33       | $25636162.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-10-31      | 3.7500%  | 0.0000% | $24391700.00       | $23756296.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-15      | 3.5000%  | 0.0000% | $24372833.33       | $24417360.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.3750%  | 0.0000% | $23375600.00       | $23426274.68       | U.S. Treasuries (including strips) |

### Security 133: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 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: BIV9RM2N7, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV9RM2N7
- **C.18 - Value (incl. sponsor support):** $1130000000.00
- **C.18.a - Value (excl. sponsor support):** $1130000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 4.125 28-FEB-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $190000000.00      | $191215021.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.875 15-OCT-2027 | 2027-10-15      | 3.8750%  | 0.0000% | $200000000.00      | $200217923.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.0 15-DEC-2027   | 2027-12-15      | 4.0000%  | 0.0000% | $200000000.00      | $200000000.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.125 30-APR-2027 | 2027-02-28      | 4.1250%  | 0.0000% | $250000000.00      | $252432059.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.75 30-APR-2027  | 2027-04-30      | 3.7500%  | 0.0000% | $100000000.00      | $101814460.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE3.875 31-MAY-2027  | 2027-05-31      | 3.8750%  | 0.0000% | $200000000.00      | $203305633.00      | U.S. Treasuries (including strips) |

### Security 134: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 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: BIV9RM645, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV9RM645
- **C.18 - Value (incl. sponsor support):** $170000718.80
- **C.18.a - Value (excl. sponsor support):** $170000718.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2046 | 2046-05-15      | 0.0000%  | 0.0000% | $477195000.00      | $171342830.00      | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2038  | 2038-05-15      | 0.0000%  | 0.0000% | $3615000.00        | $2046994.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2043 | 2043-02-15      | 0.0000%  | 0.0000% | $1385000.00        | $585000.00         | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2043 | 2043-02-15      | 0.0000%  | 0.0000% | $5420000.00        | $2289315.00        | U.S. Treasuries (including strips) |

### Security 135: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RMGH5, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV9RMGH5
- **C.18 - Value (incl. sponsor support):** $731330857.10
- **C.18.a - Value (excl. sponsor support):** $731330857.10
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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?:** No

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 2.5 15-FEB-2045   | 2045-02-15      | 2.5000%  | 0.0000% | $266933333.33      | $280280000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $120668190.48      | $126701600.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $342642857.14      | $359775000.00      | U.S. Treasuries (including strips) |

### Security 136: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RVMJ4, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: BIV9RVMJ4
- **C.18 - Value (incl. sponsor support):** $1295668125.00
- **C.18.a - Value (excl. sponsor support):** $1295668125.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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?:** No

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL GOVT 09-JUN-2026           | 2026-06-09      | 0.0000%  | 0.0000% | $48812500.00       | $49800500.00       | U.S. Treasuries (including strips) |
| TREASURY BILL GOVT 09-JUN-2026           | 2026-06-09      | 0.0000%  | 0.0000% | $48812500.00       | $49800500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $46625000.00       | $47556500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $46625000.00       | $47556500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $23312500.00       | $23778250.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $26687500.00       | $27215500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $26687500.00       | $27215500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $26687500.00       | $27215500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-NOV-2043 | 2043-11-15      | 0.0000%  | 0.0000% | $14580000.00       | $14846760.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14500000.00       | $14784000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14500000.00       | $14784000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14500000.00       | $14784000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14187500.00       | $14448500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14187500.00       | $14448500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14187500.00       | $14448500.00       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.75 15-NOV-2042           | 2042-11-15      | 2.7500%  | 0.0000% | $17278750.00       | $17629971.44       | U.S. Treasuries (including strips) |
| TREASURY BOND 3.375 15-MAY-2044          | 2044-05-15      | 3.3750%  | 0.0000% | $18601250.00       | $18968019.94       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $36125000.00       | $36862185.08       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $10837500.00       | $11058655.52       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.375 15-MAY-2051          | 2051-05-15      | 2.3750%  | 0.0000% | $30875000.00       | $31482044.20       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-AUG-2051            | 2051-08-15      | 2.0000%  | 0.0000% | $27812500.00       | $28344919.89       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-AUG-2051            | 2051-08-15      | 2.0000%  | 0.0000% | $27812500.00       | $28344919.89       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-AUG-2051            | 2051-08-15      | 2.0000%  | 0.0000% | $27812500.00       | $28344919.89       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-AUG-2051            | 2051-08-15      | 2.0000%  | 0.0000% | $7787500.00        | $7936577.57        | U.S. Treasuries (including strips) |
| TREASURY BOND 4.75 15-MAY-2055           | 2055-05-15      | 4.7500%  | 0.0000% | $48250000.00       | $49206088.40       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2026-11-15      | 4.6250%  | 0.0000% | $50312500.00       | $51290928.18       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2026-11-15      | 4.6250%  | 0.0000% | $50312500.00       | $51290928.18       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2026-11-15      | 4.6250%  | 0.0000% | $22137500.00       | $22568008.40       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-JUL-2026          | 2026-07-31      | 4.3750%  | 0.0000% | $49625000.00       | $50617810.77       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $48937500.00       | $49914892.27       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $48937500.00       | $49914892.27       | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.625 31-AUG-2030          | 2030-08-31      | 3.6250%  | 0.0000% | $42680000.00       | $43539268.59       | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.5 31-OCT-2027            | 2027-10-31      | 3.5000%  | 0.0000% | $49562500.00       | $49699000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2038  | 2038-02-15      | 0.0000%  | 0.0000% | $13530000.00       | $13785360.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2037  | 2037-11-15      | 0.0000%  | 0.0000% | $28625000.00       | $29164500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2038  | 2038-05-15      | 0.0000%  | 0.0000% | $27750000.00       | $28289500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12625000.00       | $12865000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12625000.00       | $12865000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12625000.00       | $12865000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12625000.00       | $12865000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2038  | 2038-11-15      | 0.0000%  | 0.0000% | $6734375.00        | $6870750.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2039  | 2039-05-15      | 0.0000%  | 0.0000% | $13062500.00       | $13328500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2040  | 2040-02-15      | 0.0000%  | 0.0000% | $24937500.00       | $25433500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2041  | 2041-02-15      | 0.0000%  | 0.0000% | $23437500.00       | $23899500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2041  | 2041-11-15      | 0.0000%  | 0.0000% | $17950000.00       | $18287200.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2042  | 2042-02-15      | 0.0000%  | 0.0000% | $20738750.00       | $21138720.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2042  | 2042-02-15      | 0.0000%  | 0.0000% | $22062500.00       | $22488000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2042  | 2042-08-15      | 0.0000%  | 0.0000% | $21437500.00       | $21842000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2050  | 2050-02-15      | 0.0000%  | 0.0000% | $14312500.00       | $14559000.00       | U.S. Treasuries (including strips) |

### Security 137: Fixed Income Clearing Corp. - Bank of Nova Scotia

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of Nova Scotia 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RVMK1, C.3 - LEI: N/A, C.5 - Other ID: BIV9RVMK1
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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 Corporation

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $84.99             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $71.71             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2049-08-15      | 2.2500%  | 0.0000% | $2268500.00        | $1407244.57        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-08-15      | 1.7500%  | 0.0000% | $34029500.00       | $22731547.70       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2052-05-15      | 2.8750%  | 0.0000% | $200.00            | $139.77            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2043-08-15      | 4.3750%  | 0.0000% | $1000.00           | $945.62            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-05-15      | 4.6250%  | 0.0000% | $400.00            | $385.58            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-05-15      | 5.0000%  | 0.0000% | $229518700.00      | $235944805.14      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-05-15      | 0.6250%  | 0.0000% | $23181300.00       | $20357910.90       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-08-15      | 0.6250%  | 0.0000% | $72329200.00       | $62859978.62       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-11-30      | 3.8750%  | 0.0000% | $166300.00         | $168473.68         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2033-05-15      | 3.3750%  | 0.0000% | $1000.00           | $964.43            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2034-11-15      | 4.2500%  | 0.0000% | $60774200.00       | $61652809.59       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-11-30      | 3.7500%  | 0.0000% | $2883200.00        | $2856041.17        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-01-15      | 3.5000%  | 0.0000% | $18700.00          | $18691.49          | U.S. Treasuries (including strips) |

### Security 138: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RVMU9, C.3 - LEI: N/A, C.5 - Other ID: BIV9RVMU9
- **C.18 - Value (incl. sponsor support):** $1310000000.00
- **C.18.a - Value (excl. sponsor support):** $1310000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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 Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $124361300.00      | $127175844.94      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $492060700.00      | $510136234.46      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $701701100.00      | $698887980.29      | U.S. Treasuries (including strips) |

### Security 139: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RVMX3, C.3 - LEI: N/A, C.5 - Other ID: BIV9RVMX3
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 7.4700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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 Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2039-02-15      | 0.0000%  | 0.0000% | $20000000.00       | $11131820.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 0.0000%  | 0.0000% | $128999700.00      | $66948780.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.0000%  | 0.0000% | $295962000.00      | $127754660.96      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 0.0000%  | 0.0000% | $248000000.00      | $105434720.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 0.0000%  | 0.0000% | $112560000.00      | $45181021.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 0.0000%  | 0.0000% | $73165000.00       | $28544958.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 0.0000%  | 0.0000% | $180582000.00      | $65787647.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 0.0000%  | 0.0000% | $87439000.00       | $31445250.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.0000%  | 0.0000% | $100767000.00      | $34805324.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 0.0000%  | 0.0000% | $19028700.00       | $6313722.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 0.0000%  | 0.0000% | $1000000.00        | $284345.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 0.0000%  | 0.0000% | $163010000.00      | $42191552.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $644026600.00      | $164564252.94      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 0.0000%  | 0.0000% | $401000.00         | $96062.76          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $412676500.00      | $378568598.04      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $774404900.00      | $746487265.36      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $1132390100.00     | $1113676859.35     | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 0.0000%  | 0.0000% | $687000000.00      | $466727190.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 0.0000%  | 0.0000% | $132036000.00      | $87438068.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 0.0000%  | 0.0000% | $247382000.00      | $159389954.27      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-02-15      | 0.0000%  | 0.0000% | $386276000.00      | $235429041.58      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 0.0000%  | 0.0000% | $310000000.00      | $229967300.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 0.0000%  | 0.0000% | $395000000.00      | $285874535.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-11-15      | 0.0000%  | 0.0000% | $254115000.00      | $157051455.79      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-08-15      | 0.0000%  | 0.0000% | $272000000.00      | $161091456.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 0.0000%  | 0.0000% | $101005000.00      | $26860966.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-11-15      | 0.0000%  | 0.0000% | $265000000.00      | $154618225.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-08-15      | 0.0000%  | 0.0000% | $65072000.00       | $36337376.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.0000%  | 0.0000% | $138833054.00      | $36522533.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 0.0000%  | 0.0000% | $115188000.00      | $29868133.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-11-15      | 0.0000%  | 0.0000% | $69838000.00       | $38410969.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 0.0000%  | 0.0000% | $155000000.00      | $82718695.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 0.0000%  | 0.0000% | $175986000.00      | $91040197.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 0.0000%  | 0.0000% | $7816000.00        | $1971242.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $89742667.12       | $22410179.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 0.0000%  | 0.0000% | $157720000.00      | $38953370.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 0.0000%  | 0.0000% | $78666000.00       | $19205831.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 0.0000%  | 0.0000% | $154000000.00      | $73623088.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 0.0000%  | 0.0000% | $76000000.00       | $35253816.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.0000%  | 0.0000% | $280000000.00      | $125943160.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 0.0000%  | 0.0000% | $145000000.00      | $64305035.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 0.0000%  | 0.0000% | $191000000.00      | $83355456.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 0.0000%  | 0.0000% | $85000000.00       | $36542010.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 0.0000%  | 0.0000% | $233046000.00      | $95683094.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.0000%  | 0.0000% | $217000000.00      | $81567913.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 0.0000%  | 0.0000% | $85567844.03       | $29277807.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 0.0000%  | 0.0000% | $188060000.00      | $62739072.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 0.0000%  | 0.0000% | $105000000.00      | $31248945.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 0.0000%  | 0.0000% | $80000000.00       | $22323600.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.0000%  | 0.0000% | $45092000.00       | $12415631.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 0.0000%  | 0.0000% | $78965000.00       | $21472478.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 0.0000%  | 0.0000% | $48825000.00       | $13145350.05       | U.S. Treasuries (including strips) |

### Security 140: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.650000%
- **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: BIV9RVMY1, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV9RVMY1
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 4.5000%  | 0.0000% | $32200.08          | $268.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 5.6200%  | 0.0000% | $1791.09           | $185.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $611.60            | $90.28             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $40902986.37       | $6642698.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 3.0000%  | 0.0000% | $293.63            | $16.43             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $33538266.67       | $6891569.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.0000%  | 0.0000% | $1119.95           | $227.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $39414613.04       | $8281755.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $8899326.19        | $7049652.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 3.5000%  | 0.0000% | $3144900.00        | $446950.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-07-01      | 3.0000%  | 0.0000% | $293.33            | $53.13             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.5000%  | 0.0000% | $300.37            | $71.11             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $24448160.00       | $4555826.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | 0.0000% | $7555694.08        | $4999771.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.0000%  | 0.0000% | $1126220.48        | $357710.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-03-01      | 2.5000%  | 0.0000% | $293.33            | $185.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 2.0000%  | 0.0000% | $300.37            | $150.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-12-01      | 2.0000%  | 0.0000% | $375.47            | $206.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-04-01      | 4.5000%  | 0.0000% | $843660.69         | $843317.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 1.5000%  | 0.0000% | $293.92            | $165.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $9237946.67        | $5897008.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-05-01      | 5.0000%  | 0.0000% | $293.33            | $299.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 5.5000%  | 0.0000% | $2922.48           | $18.39             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-25      | 3.0000%  | 0.0000% | $5573333.33        | $3330354.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-08-01      | 7.5000%  | 0.0000% | $955.68            | $0.75              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 6.5000%  | 0.0000% | $356.69            | $0.56              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 5.5000%  | 0.0000% | $293.33            | $1.18              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 8.0000%  | 0.0000% | $443.81            | $0.17              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 6.0000%  | 0.0000% | $307.12            | $0.59              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 4.0000%  | 0.0000% | $293.33            | $24.96             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 5.5000%  | 0.0000% | $293.33            | $1.51              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $268786.03         | $285009.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $293.33            | $296.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $21500453.33       | $4490664.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $23256640.00       | $4029791.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 3.0000%  | 0.0000% | $10039920.00       | $7331648.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $7331866.67        | $4515327.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $5688254.29        | $4636281.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $293.63            | $238.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $9533333.33        | $7478157.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $300.37            | $255.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $14156445.01       | $12227242.83       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $255456.67         | $268275.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $243229.65         | $252996.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $235489.47         | $250343.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $293.33            | $290.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $293.33            | $290.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $293.33            | $291.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $293.33            | $290.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $293.33            | $298.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $293.33            | $291.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $293.33            | $304.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $293.33            | $296.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $569185.17         | $566499.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $293.33            | $265.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $4960266.67        | $4555498.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 3.0000%  | 0.0000% | $3412898.13        | $2964081.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $27866.67          | $26596.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $293.33            | $287.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $7814005.76        | $7744889.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $293.33            | $103.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 3.0000%  | 0.0000% | $293.33            | $126.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $300.37            | $154.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 3.0000%  | 0.0000% | $293.33            | $145.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 2.5000%  | 0.0000% | $293.33            | $55.99             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $36474533.33       | $6062879.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $64529803.95       | $6579424.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $19067.84          | $1776.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.0000%  | 0.0000% | $13994640.00       | $5836277.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $300.08            | $125.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $300.37            | $162.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $316800.00         | $210014.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $293.33            | $205.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.0000%  | 0.0000% | $9680.00           | $8555.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $295.68            | $201.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $293.33            | $251.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $6422490.21        | $5575913.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $3813333.33        | $3660193.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $2498852.40        | $2450038.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $11565124.27       | $11402810.63       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $3696941.60        | $3706876.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $294054.93         | $300612.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $8224587.95        | $7823329.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $2451130.88        | $2404756.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $640786.67         | $654187.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.0000%  | 0.0000% | $1189527.68        | $1161438.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $5216959.15        | $4317838.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $300.37            | $272.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $15469789.87       | $15152182.35       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $300.37            | $301.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 6.0000%  | 0.0000% | $26266550.64       | $3814249.60        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $7076080.00        | $5569651.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $23565253.95       | $19693492.80       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $1024554.67        | $980295.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.0000%  | 0.0000% | $293.33            | $300.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $293.33            | $290.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $3954565.12        | $3930330.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 7.0000%  | 0.0000% | $17739223.04       | $11447829.62       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $2459714.40        | $2229021.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $5573333.33        | $4980022.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $24346.67          | $23549.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $3768383.52        | $3694631.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $293333.33         | $289176.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $9098777.60        | $9198168.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $7651.60           | $7591.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $300.37            | $303.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 7.0000%  | 0.0000% | $254741.23         | $261138.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.5000%  | 0.0000% | $248625.52         | $261873.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 7.0000%  | 0.0000% | $248065.84         | $204544.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.5000%  | 0.0000% | $293.33            | $308.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.5000%  | 0.0000% | $264716.91         | $277417.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 7.0000%  | 0.0000% | $248956.99         | $267215.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.0000%  | 0.0000% | $293.33            | $289.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $6113611.09        | $6158665.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 4.5000%  | 0.0000% | $380265.60         | $366362.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $293.33            | $291.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $1045498.67        | $1034581.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 6.0000%  | 0.0000% | $293.33            | $301.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.5000%  | 0.0000% | $293.33            | $297.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $91036586.67       | $40358413.01       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $7744000.00        | $4581004.65        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $1305920.00        | $922740.06         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $29773333.33       | $26066270.18       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $17200509.33       | $16988915.25       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $733349.47         | $704838.56         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $27661333.33       | $27382432.32       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $11349066.67       | $11561253.98       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $3227263.89        | $2910936.71        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $466.99            | $365.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $8800000.00        | $6410669.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $2640000.00        | $2413706.33        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $4400000.00        | $3641865.69        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $14666666.67       | $13804507.30       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $7333333.33        | $6955008.72        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $5280000.00        | $5041458.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 4.5000%  | 0.0000% | $11733333.33       | $11191930.17       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $11733333.33       | $10826967.43       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $14666666.67       | $14007827.86       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $12483152.29       | $12233539.23       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $8800000.00        | $8682451.63        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $29726978.45       | $29200029.02       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $14666666.67       | $13995216.55       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $585747.07         | $575841.24         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2248986.67        | $2237877.06        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $11108240.00       | $3172810.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.9001%  | 0.0000% | $14666666.67       | $14389011.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.7401%  | 0.0000% | $29333333.33       | $9630417.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.5401%  | 0.0000% | $29333333.33       | $13092583.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.4901%  | 0.0000% | $29333333.33       | $13502796.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6401%  | 0.0000% | $29333333.33       | $14594959.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.5901%  | 0.0000% | $23396853.33       | $11452476.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.7401%  | 0.0000% | $29333333.33       | $10145270.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6901%  | 0.0000% | $10003241.01       | $5175040.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1401%  | 0.0000% | $29333333.33       | $8208726.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $7920000.00        | $8270302.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.8401%  | 0.0000% | $14666370.69       | $7951524.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.7401%  | 0.0000% | $14666666.67       | $7931327.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7401%  | 0.0000% | $29333333.33       | $22325246.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.7901%  | 0.0000% | $14666666.67       | $9049833.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6901%  | 0.0000% | $29333333.33       | $17267333.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.7401%  | 0.0000% | $29333333.33       | $22698098.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.7901%  | 0.0000% | $8800000.00        | $6657232.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.3401%  | 0.0000% | $39835714.16       | $39497157.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.6401%  | 0.0000% | $44224054.75       | $44178727.21       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-05-14      | 0.0000%  | 0.0000% | $4074165.33        | $4068901.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-23      | 0.0000%  | 0.0000% | $5482077.33        | $5436576.09        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 0.0000%  | 0.0000% | $176.00            | $70.65             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 3.7500%  | 0.0000% | $55762.67          | $49804.97          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $21437797.33       | $18803352.14       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 3.6250%  | 0.0000% | $34906.67          | $29667.43          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 3.0000%  | 0.0000% | $3108013.33        | $2403413.99        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 0.7500%  | 0.0000% | $733304.00         | $733440.85         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-05-15      | 2.5000%  | 0.0000% | $29.33             | $20.31             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 1.0000%  | 0.0000% | $29.33             | $27.05             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-11-15      | 2.3750%  | 0.0000% | $21100112.00       | $13536626.70       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.2500%  | 0.0000% | $1466637.33        | $1056360.63        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-08-15      | 1.3750%  | 0.0000% | $58.67             | $28.55             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 1.6250%  | 0.0000% | $82133.33          | $43008.35          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 1.5000%  | 0.0000% | $1086829.33        | $918011.86         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $100144.00         | $98508.42          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $205.33            | $197.93            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $58.67             | $53.28             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $739493.33         | $698470.21         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $5266536.00        | $5167317.43        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 4.8750%  | 0.0000% | $133701.33         | $133529.99         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-11-15      | 4.6250%  | 0.0000% | $638322.67         | $616359.62         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2056-02-15      | 4.7500%  | 0.0000% | $1702360.00        | $1657449.95        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 4.6250%  | 0.0000% | $1888480.00        | $1822803.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-15      | 0.8750%  | 0.0000% | $2933333.33        | $3790856.41        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $192984.00         | $192278.04         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $12349.33          | $15097.25          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $29923461.33       | $26278904.10       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-15      | 0.1250%  | 0.0000% | $3355997.33        | $4097690.59        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $9822882.67        | $8536886.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 0.5000%  | 0.0000% | $14102293.33       | $13503930.27       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.8750%  | 0.0000% | $143440.00         | $125460.43         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 0.6250%  | 0.0000% | $11703061.33       | $11115799.65       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $309496.00         | $293721.58         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $12122528.00       | $10880170.81       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 1.2500%  | 0.0000% | $23173.33          | $22074.42          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-15      | 0.1250%  | 0.0000% | $586168.00         | $672553.34         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 0.7500%  | 0.0000% | $3520000.00        | $3489700.57        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 1.2500%  | 0.0000% | $1396589.33        | $1312849.26        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-15      | 0.1250%  | 0.0000% | $379954.67         | $415538.26         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $5057536.00        | $4493842.62        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $1848000.00        | $1830850.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 0.1250%  | 0.0000% | $586549.33         | $676499.96         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $13003202.67       | $12617917.77       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.2500%  | 0.0000% | $7333.33           | $7364.09           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-15      | 2.7500%  | 0.0000% | $1388229.33        | $1287920.81        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-01-15      | 1.1250%  | 0.0000% | $146.67            | $156.60            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $3058410.67        | $2954295.32        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.5000%  | 0.0000% | $7572781.33        | $7437978.25        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-07-15      | 1.3750%  | 0.0000% | $3529826.67        | $3753491.33        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 4.0000%  | 0.0000% | $11365904.00       | $11460653.06       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-01-15      | 1.7500%  | 0.0000% | $2691040.00        | $2880952.92        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $917165.33         | $908473.17         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 4.5000%  | 0.0000% | $102960.00         | $103846.62         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $14374096.00       | $14771185.56       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-06-30      | 4.2500%  | 0.0000% | $250213.33         | $256005.87         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 4.3750%  | 0.0000% | $3520000.00        | $3586840.99        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $706346.67         | $690835.49         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 3.7500%  | 0.0000% | $14076216.00       | $14163052.64       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $4081264.00        | $4065301.49        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-09-30      | 3.6250%  | 0.0000% | $781176.00         | $766491.70         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.5000%  | 0.0000% | $315245.33         | $311644.24         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 3.5000%  | 0.0000% | $2960173.33        | $2966093.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-15      | 1.6250%  | 0.0000% | $1899656.00        | $2013950.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $1596848.00        | $1645544.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $1691506.67        | $1703404.11        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $29.33             | $29.32             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-15      | 1.6250%  | 0.0000% | $1759970.67        | $1834191.53        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.8750%  | 0.0000% | $7392264.00        | $7453230.25        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 3.8750%  | 0.0000% | $2867773.33        | $2881311.90        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-07-31      | 4.0000%  | 0.0000% | $1047552.00        | $1048820.85        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.6250%  | 0.0000% | $625826.67         | $627744.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 3.6250%  | 0.0000% | $4224000.00        | $4184817.46        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-09-30      | 3.8750%  | 0.0000% | $2821984.00        | $2783712.90        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 3.5000%  | 0.0000% | $14373.33          | $14342.74          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-10-31      | 3.6250%  | 0.0000% | $2635952.00        | $2594430.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 3.5000%  | 0.0000% | $16345413.33       | $16255775.09       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.5000%  | 0.0000% | $291280.00         | $293045.66         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.3750%  | 0.0000% | $1026.67           | $1033.06           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-30      | 3.7500%  | 0.0000% | $880088.00         | $871797.85         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-30      | 3.5000%  | 0.0000% | $674842.67         | $670212.05         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.6250%  | 0.0000% | $1976040.00        | $1967004.70        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.3750%  | 0.0000% | $4582864.00        | $4596437.73        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-01-15      | 1.8750%  | 0.0000% | $3735864.00        | $3757985.67        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 3.7500%  | 0.0000% | $667040.00         | $665400.82         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-15      | 3.5000%  | 0.0000% | $1098240.00        | $1090774.16        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-04-30      | 3.8750%  | 0.0000% | $2248400.00        | $2232728.65        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-04-30      | 4.1250%  | 0.0000% | $2112000.00        | $2100901.44        | U.S. Treasuries (including strips)        |

### Security 141: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RVN20, C.3 - LEI: N/A, C.5 - Other ID: BIV9RVN20
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 2.4900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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 Corporation

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T Note 3.625 09/30/2030   | 2030-09-30      | 3.6250%  | 0.0000% | $2000000000.00     | $417258750.50      | U.S. Treasuries (including strips) |
| T Note 3.625 10/31/2030   | 2030-10-31      | 3.6250%  | 0.0000% | $2000000000.00     | $839359565.30      | U.S. Treasuries (including strips) |
| TII Note 1.125 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $2000000000.00     | $142200650.70      | U.S. Treasuries (including strips) |
| T Note 3.625 12/31/2030   | 2030-12-31      | 3.6250%  | 0.0000% | $2000000000.00     | $641181077.70      | U.S. Treasuries (including strips) |

### Security 142: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.650000%
- **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: BIV9RVN53, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV9RVN53
- **C.18 - Value (incl. sponsor support):** $2017811300.00
- **C.18.a - Value (excl. sponsor support):** $2017811300.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $315709644.29      | $215736923.79      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $16474347.72       | $11666707.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $65723129.46       | $4754844.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 2.5000%  | 0.0000% | $555116204.25      | $107216450.10      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $15103120.64       | $6224114.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $1210686780.00     | $111679039.38      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $403.56            | $37.39             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $334870313.48      | $213904720.10      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $131074212.45      | $92950809.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $273869599.36      | $207033889.07      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $87261569.32       | $70468101.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $654398416.25      | $494790346.65      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $200895130.45      | $146349129.16      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $165159998.63      | $162683748.66      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $343215173.89      | $212708665.15      | Agency Mortgage-Backed Securities |

### Security 143: Natixis

- **C.1 - Title:** Natixis 3.660000%
- **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: BIV9RVN95, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9RVN95
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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       | 2037-11-01      | 2.4000%  | 0.0000% | $1356999.37        | $1072461.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-05-01      | 3.4450%  | 0.0000% | $296935.95         | $287469.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-08-01      | 3.8500%  | 0.0000% | $368052.63         | $354674.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-06-01      | 3.3700%  | 0.0000% | $1102870.63        | $953723.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 1.6100%  | 0.0000% | $1370116.63        | $1078285.82        | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2040-08-15      | 3.8750%  | 0.0000% | $36.84             | $33.76             | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2026-08-15      | 1.5000%  | 0.0000% | $9210084.21        | $9176930.66        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2027-08-15      | 2.2500%  | 0.0000% | $4011147.37        | $3946208.69        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2027-05-15      | 2.3750%  | 0.0000% | $36.84             | $36.69             | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2026-11-30      | 1.6250%  | 0.0000% | $10029231.58       | $9974111.64        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-08-15      | 0.6250%  | 0.0000% | $15963500.00       | $13853087.38       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2031-02-15      | 1.1250%  | 0.0000% | $8841552.63        | $7744578.75        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2027-04-30      | 2.7500%  | 0.0000% | $4299031.58        | $4253565.02        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2033-02-15      | 3.5000%  | 0.0000% | $3684505.26        | $3553280.49        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-03-31      | 3.6250%  | 0.0000% | $12468142.11       | $12432212.80       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-04-30      | 3.5000%  | 0.0000% | $36.84             | $36.13             | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2031-04-30      | 4.6250%  | 0.0000% | $11867357.89       | $12156209.39       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2029-06-30      | 4.2500%  | 0.0000% | $399368.42         | $408209.80         | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2031-11-30      | 4.1250%  | 0.0000% | $13991894.74       | $14227545.54       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2032-01-31      | 4.3750%  | 0.0000% | $9827189.47        | $10045708.98       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-02-15      | 4.2500%  | 0.0000% | $8880052.63        | $9004709.44        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2032-03-31      | 4.1250%  | 0.0000% | $73.68             | $73.79             | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-04-15      | 3.7500%  | 0.0000% | $1126263.16        | $1123905.76        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-05-15      | 3.7500%  | 0.0000% | $36.84             | $37.34             | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2032-05-31      | 4.1250%  | 0.0000% | $4468873.68        | $4533457.63        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2032-07-31      | 4.0000%  | 0.0000% | $11052631.58       | $11047815.44       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2035-08-15      | 4.2500%  | 0.0000% | $13631910.53       | $13603390.46       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-08-15      | 3.6250%  | 0.0000% | $12122194.74       | $12128258.51       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-10-31      | 3.6250%  | 0.0000% | $9210415.79        | $9052088.74        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2031-01-31      | 3.7500%  | 0.0000% | $73.68             | $73.39             | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2029-04-15      | 3.8750%  | 0.0000% | $12495368.42       | $12487847.64       | U.S. Treasuries (including strips) |

### Security 144: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RVNA2, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV9RVNA2
- **C.18 - Value (incl. sponsor support):** $1004335630.00
- **C.18.a - Value (excl. sponsor support):** $1004335630.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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 | 2026-05-14      | 0.0000%  | 0.0000% | $80.35             | $80.24             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-09      | 0.0000%  | 0.0000% | $23300.59          | $23140.05          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-18      | 0.0000%  | 0.0000% | $84236120.04       | $83831786.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-12      | 0.0000%  | 0.0000% | $6427.75           | $6420.72           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-26      | 0.0000%  | 0.0000% | $1682463.05        | $1678277.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-23      | 0.0000%  | 0.0000% | $187931.28         | $186931.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-08      | 0.0000%  | 0.0000% | $2410003.78        | $2371646.16        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $19684.98          | $20137.71          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $80.35             | $79.84             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $80.35             | $64.68             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $54555.51          | $41730.03          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $160.69            | $123.37            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $79328132.68       | $67817241.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $81623883.24       | $71593298.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $80.35             | $68.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $40173425.20       | $31493399.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $80.35             | $56.27             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $562.43            | $387.42            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $80.35             | $56.80             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $1113527.00        | $792379.69         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $321.39            | $236.70            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $867665.64         | $686747.39         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $160.69            | $148.19            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $324440.58         | $232671.17         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $263296.63         | $152825.37         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $80.35             | $57.87             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $5272521.02        | $2506677.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $10847065.84       | $5278277.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $62670.54          | $32816.84          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $77634260.38       | $48904218.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $5334870.17        | $3917750.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $8367401.35        | $4745516.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $14564152.18       | $8035291.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $7971211.03        | $5548483.16        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $80.35             | $48.25             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $7048186.41        | $5138783.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $80.35             | $56.15             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $4579770.47        | $3977496.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $3844998.53        | $3111880.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $228024.36         | $204632.79         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $80.35             | $70.38             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $218222.05         | $214657.99         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $723.12            | $646.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $9167575.63        | $9016077.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $80.35             | $75.89             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $80.35             | $78.83             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $3109905.19        | $3061530.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $18317394.61       | $17687140.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 4.6250%  | 0.0000% | $35754509.12       | $34959098.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2056-02-15      | 4.7500%  | 0.0000% | $7103143.66        | $6915755.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $80.35             | $79.22             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $27317.93          | $26931.01          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $241.04            | $234.14            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $2754450.73        | $3742184.97        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $37763.02          | $37624.88          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.7500%  | 0.0000% | $39369956.70       | $39085040.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $80.35             | $78.77             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 0.5000%  | 0.0000% | $834964.47         | $804916.99         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $57529871.48       | $70244279.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $80.35             | $77.03             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $384138.29         | $333847.53         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $249075.24         | $238506.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $73919.10          | $64653.67          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $51576973.33       | $46291192.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $6907659.77        | $6580087.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $80.35             | $92.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $80.35             | $69.82             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $80.35             | $75.53             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $2265781.18        | $2477976.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $5177470.69        | $5024062.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $40069617.07       | $38705554.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $1152013.14        | $1161763.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $1534624.84        | $1507306.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $562427.95         | $578401.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $1596009.84        | $1609314.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $337215.73         | $367091.08         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $15212872.65       | $15607814.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $481357.98         | $490796.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $1573191.33        | $1609611.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $46839240.95       | $47728667.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $37427651.93       | $37281266.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $803.47            | $851.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $19643197.99       | $20084241.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $6309557.82        | $6426763.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $801299.14         | $815235.65         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $7989931.84        | $8233588.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $1775906.43        | $1793425.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $40173.43          | $40749.48          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $1587734.11        | $1600828.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.8750%  | 0.0000% | $9905481.10        | $10003415.94       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $803870.24         | $804843.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $8034604.69        | $8033695.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $28121397.64       | $28161083.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $801540.18         | $803996.77         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-15      | 1.1250%  | 0.0000% | $12624418.52       | $12714817.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.3750%  | 0.0000% | $4017262.17        | $4042292.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 3.5000%  | 0.0000% | $810217.64         | $804658.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-01-15      | 1.8750%  | 0.0000% | $2712670.36        | $2728733.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 3.7500%  | 0.0000% | $80266.50          | $80069.26          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 3.5000%  | 0.0000% | $806039.60         | $802960.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-15      | 3.5000%  | 0.0000% | $171931814.77      | $170763022.29      | U.S. Treasuries (including strips) |

### Security 145: Banco Santander

- **C.1 - Title:** Banco Santander 3.650000%
- **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: BIV9RVNG9, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV9RVNG9
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 4.5000%  | 0.0000% | $48579.00          | $404.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 5.5000%  | 0.0000% | $44205.00          | $445.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-04-01      | 5.0000%  | 0.0000% | $1005.00           | $25.68             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-05-01      | 5.0000%  | 0.0000% | $1000.00           | $30.68             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 4.5000%  | 0.0000% | $5056.00           | $1122.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 4.5000%  | 0.0000% | $5158875.00        | $1387287.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $182.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.5000%  | 0.0000% | $1024.00           | $422.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.0000%  | 0.0000% | $5728112.00        | $4791534.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $780.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $3735332.00        | $3056531.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.5000%  | 0.0000% | $5016.00           | $3718.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $3032.00           | $2144.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.5000%  | 0.0000% | $1455.00           | $954.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1008.00           | $636.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $742.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.5000%  | 0.0000% | $23100769.00       | $17246462.14       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $69060516.00       | $55256438.49       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 5.5000%  | 0.0000% | $1048.00           | $825.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $36742644.00       | $29470147.33       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $817.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $812.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $48584772.00       | $39089283.68       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $796.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $959.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $889.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $198.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $842.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $797.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $44868910.00       | $40665589.86       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $6608367.00        | $4081079.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $692.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $2048.00           | $1494.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $43323526.00       | $32935094.97       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $880.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $764.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $612.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1512.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $639.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1352.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $896.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 7.0000%  | 0.0000% | $1000.00           | $514.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1772.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $75000.00          | $69034.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $725.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $41740.00          | $29804.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $2772526.00        | $2099180.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 5.0000%  | 0.0000% | $1039.00           | $123.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-07-01      | 5.0000%  | 0.0000% | $1000.00           | $76.92             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.5000%  | 0.0000% | $1000.00           | $121.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 4.0000%  | 0.0000% | $2029.00           | $375.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-05-01      | 4.0000%  | 0.0000% | $4064.00           | $529.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-02-01      | 4.5000%  | 0.0000% | $2032.00           | $317.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-07-01      | 4.0000%  | 0.0000% | $7112.00           | $1053.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-03-01      | 4.0000%  | 0.0000% | $5184.00           | $803.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $375.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-02-01      | 3.5000%  | 0.0000% | $2016.00           | $464.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-07-01      | 4.0000%  | 0.0000% | $3024.00           | $789.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 4.5000%  | 0.0000% | $1008.00           | $210.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-05-01      | 3.5000%  | 0.0000% | $3040.00           | $716.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $5120.00           | $3389.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $5048.00           | $3281.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $10216.00          | $7082.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $4000.00           | $2662.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $2290.00           | $1477.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $2024.00           | $1364.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $4048.00           | $2713.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $4048.00           | $2671.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $2672034.00        | $1970562.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $5120.00           | $3423.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $2008.00           | $1398.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $3016.00           | $2097.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $5080.00           | $3673.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1252.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1130.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $635.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $492.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 4.0000%  | 0.0000% | $5388.00           | $3758.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $2416208.00        | $1813530.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $865.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1998.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $832.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $961.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $892.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $560.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1837.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $595.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1631.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1814.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $1474.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $952.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1733.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $4056.00           | $2810.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.5000%  | 0.0000% | $3000.00           | $2481.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $631.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $3077.00           | $2190.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $4080.00           | $2974.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $8449332.00        | $7101435.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2041.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2210.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $560.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $866.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $762.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $43041761.00       | $35285334.56       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $855.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $850.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 2.0000%  | 0.0000% | $1000.00           | $547.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 7.5000%  | 0.0000% | $1000.00           | $280.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 3.0000%  | 0.0000% | $1008.00           | $537.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1463.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1491.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $677.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $836.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1682.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $11287472.00       | $7599576.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-10-01      | 4.5000%  | 0.0000% | $1000.00           | $861.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1020.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1019.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-25      | 4.6952%  | 0.0000% | $12906268.00       | $12589792.84       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 4.7952%  | 0.0000% | $36211044.00       | $35357622.03       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-12-25      | 4.8452%  | 0.0000% | $7301008.00        | $6571234.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-12-25      | 4.8452%  | 0.0000% | $4249485.00        | $4117049.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2052-02-25      | 2.5000%  | 0.0000% | $38706422.00       | $23297947.95       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 4.9452%  | 0.0000% | $19998990.00       | $13241351.23       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-09-25      | 4.7452%  | 0.0000% | $4190950.00        | $4106856.13        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-09-25      | 4.7952%  | 0.0000% | $28444096.00       | $27919543.32       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-10-25      | 4.7452%  | 0.0000% | $1537783.00        | $1429600.22        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2041-01-01      | 4.0000%  | 0.0000% | $2000.00           | $48.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 5.0000%  | 0.0000% | $1056.00           | $109.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $166.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 4.0000%  | 0.0000% | $1000.00           | $85.08             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $88.83             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $7550677.00        | $1971035.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $84.67             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $4112.00           | $918.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $455.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $27688504.00       | $5889185.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $4077953.00        | $873734.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.0000%  | 0.0000% | $74254200.00       | $10497882.71       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $4048.00           | $788.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $2000.00           | $425.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $4000.00           | $549.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 3.5000%  | 0.0000% | $11211640.00       | $2493924.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $1000.00           | $195.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $190.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $3136.00           | $539.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $3041.00           | $409.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 3.5000%  | 0.0000% | $1010.00           | $43.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.0000%  | 0.0000% | $1040.00           | $9.20              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $699.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $995.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 4.5000%  | 0.0000% | $1000.00           | $848.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1937706.00        | $1574778.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1084.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $694.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1942.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1515.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $3055056.00        | $1047706.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1085.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $3000.00           | $3118.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $690.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2039.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $756.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $819.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2623.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2065.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $2002.00           | $1397.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $985.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $315.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $4000.00           | $4117.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1830.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1074.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2025.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $2981220.00        | $3017749.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $1530344.00        | $1475748.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1113500.00        | $1138561.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $1403023.00        | $1350233.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $2008.00           | $1981.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $8353228.00        | $8405571.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $2016.00           | $1988.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $14197.00          | $3035.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $49913439.00       | $11666643.11       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $279.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 4.5000%  | 0.0000% | $1008.00           | $319.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-08-01      | 3.5000%  | 0.0000% | $3024.00           | $842.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2057-01-01      | 4.0000%  | 0.0000% | $3525928.00        | $1159983.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2057-09-01      | 3.5000%  | 0.0000% | $4024.00           | $1352.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $650506.00         | $219322.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 4.0000%  | 0.0000% | $5120.00           | $1547.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $43373294.00       | $16698815.23       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $570.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2062-12-01      | 2.5000%  | 0.0000% | $5419.00           | $3549.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2063-06-01      | 3.5000%  | 0.0000% | $18096969.00       | $12590757.24       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2063-06-01      | 2.5000%  | 0.0000% | $2048.00           | $1232.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $79786346.00       | $15593671.69       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $2048.00           | $900.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $307.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 2.9800%  | 0.0000% | $2000.00           | $1786.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 4.5000%  | 0.0000% | $5348192.00        | $1338699.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $8049373.00        | $2035893.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 4.0000%  | 0.0000% | $3647496.00        | $1030790.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $197900189.00      | $50304850.21       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $18994.00          | $2724.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $166079075.00      | $45373642.87       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 4.3602%  | 0.0000% | $8098.00           | $7984.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $138.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $1009.00           | $307.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $7106.00           | $2246.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $2025.00           | $598.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $260.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $4000.00           | $723.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $20248847.00       | $6879120.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $339.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $3072.00           | $1431.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $463.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $11812760.00       | $10274814.93       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $864.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $20565423.00       | $15158918.67       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 4.5000%  | 0.0000% | $1876376.00        | $1145088.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $632.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2060.00           | $2064.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1492.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $3072.00           | $2188.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $1024.00           | $752.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1274.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $2055.00           | $1596.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1895.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1444.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2136.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $764.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1463.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $6011.00           | $3496.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $3057.00           | $2593.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $6104.00           | $3844.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1008.00           | $796.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $6000.00           | $5203.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $16746506.00       | $13391991.15       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2240.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $805.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $2016.00           | $1582.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $997986.00         | $980697.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $5257589.00        | $5169795.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2689.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 3.9100%  | 0.0000% | $2024.00           | $1997.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $5408.00           | $1151.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $104.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $227.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $254.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 5.0000%  | 0.0000% | $1000.00           | $200.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $3072.00           | $851.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 5.0000%  | 0.0000% | $5096.00           | $1427.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $7367.00           | $1360.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $240.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $1049.00           | $337.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $1280.00           | $366.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $466.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $1024.00           | $480.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $4016.00           | $1879.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $10720.00          | $4335.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $361.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $1001.00           | $591.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 2.0000%  | 0.0000% | $2000.00           | $983.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $676.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1479.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $2048.00           | $1410.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $687.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $1008.00           | $729.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1316.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $3072.00           | $2021.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $700.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $711.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1008.00           | $764.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1443.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $5000.00           | $3818.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $822.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $3000.00           | $2114.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $4160.00           | $2885.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $17304.00          | $12618.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $8128.00           | $5416.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $722.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $5112.00           | $3333.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $3903524.00        | $3518049.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $750.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1530.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $7096.00           | $5899.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $737.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $7120.00           | $5337.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $7088.00           | $5028.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2490.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $4024.00           | $3149.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $790.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $4104.00           | $3766.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $950.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $853.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 6.5000%  | 0.0000% | $2000.00           | $2110.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2047.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2928.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $2000.00           | $2035.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $1001.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1933.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2068.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $992.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1401036.00        | $1422820.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $3743728.00        | $3806531.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1261940.00        | $1250751.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $2611736.00        | $2654598.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $7054393.00        | $6395779.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1874.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $4096.00           | $3891.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $2080.00           | $1583.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1662.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1629.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $979.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $2010.00           | $1903.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $2048.00           | $2008.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2749.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1873.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $968.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $893.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2048.00           | $2013.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1017.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1746.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1039.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $540.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $2080.00           | $1072.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1040.00           | $646.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $865.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $2064.00           | $1073.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $1040.00           | $895.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $8064.00           | $6622.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $845.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $949.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $4048.00           | $4117.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $4072.00           | $4007.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1055.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1005.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $3048.00           | $2993.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1024.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $875.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $804.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 6.0000%  | 0.0000% | $23790457.00       | $3255128.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $155.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 5.5000%  | 0.0000% | $4050.00           | $54.41             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $1000.00           | $80.15             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $1000.00           | $40.63             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-11-01      | 4.0000%  | 0.0000% | $4580.00           | $240.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 4.0000%  | 0.0000% | $10658.00          | $571.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 3.5000%  | 0.0000% | $2048.00           | $247.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 5.5000%  | 0.0000% | $2130.00           | $85.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 2.5000%  | 0.0000% | $1000.00           | $56.31             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-01-01      | 2.5000%  | 0.0000% | $1000.00           | $36.76             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $2000.00           | $176.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $1002.00           | $104.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $323.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $1071.00           | $469.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $379.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 1.5000%  | 0.0000% | $1000.00           | $586.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $721.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $2048.00           | $1487.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $750.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $2024.00           | $1468.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $740.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $36892891.00       | $27667631.90       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $713.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1575.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $626.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 5.0000%  | 0.0000% | $2000.00           | $798.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $7072.00           | $5613.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 4.5000%  | 0.0000% | $1000.00           | $848.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1069.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2074.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $904.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $912.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $4920266.00        | $4503145.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 4.5000%  | 0.0000% | $1000.00           | $755.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $864.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 5.0000%  | 0.0000% | $3000.00           | $2947.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $5425836.00        | $5399123.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 4.0000%  | 0.0000% | $1000.00           | $969.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1290.00           | $1271.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.5000%  | 0.0000% | $1000.00           | $977.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 5.5000%  | 0.0000% | $60033321.00       | $3465470.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $853.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $999.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $980.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $619.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $1008.00           | $715.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $581.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $6016.00           | $5099.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $783.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $889.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $949.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $456.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $807.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $806.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $767.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $860.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2029.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $2068.00           | $1418.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $1008.00           | $967.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $974.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $779.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $807.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $897.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $879.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $785.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $469.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $952.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $2048.00           | $1696.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $868.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $5044096.00        | $4627985.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $5072.00           | $4747.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $3008.00           | $2854.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $998.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $3048.00           | $2730.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $734.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1939.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2007.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $707.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3956.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $751.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $2010.00           | $1971.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $5072.00           | $4718.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $50076032.00       | $48417332.78       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $982.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $909.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $3048.00           | $2607.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2063.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $7200.00           | $6990.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $989.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1930.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $2048.00           | $1705.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1719.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $850.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $5080.00           | $4573.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1009.00           | $910.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $2048.00           | $1810.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $772.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1008.00           | $878.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $3072.00           | $2764.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.5000%  | 0.0000% | $1024.00           | $924.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $882.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $954.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $966.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.0000%  | 0.0000% | $1008.00           | $808.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $831.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $974.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1723.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1728.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $997.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $977.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $3795000.00        | $3833378.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $5312000.00        | $5246142.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $979.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $988.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $9024.00           | $6573.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $815.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $735.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $9560055.00        | $9359845.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $3072.00           | $3020.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $9728.00           | $9723.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $32910000.00       | $33073507.14       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $930.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $7308920.00        | $6790139.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | 0.0000% | $1008.00           | $1015.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-15      | 4.0000%  | 0.0000% | $7314.00           | $271.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-15      | 3.5000%  | 0.0000% | $1000.00           | $153.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $235116.00         | $10841.47          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-10-15      | 4.5000%  | 0.0000% | $1000.00           | $91.29             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-15      | 4.5000%  | 0.0000% | $4000.00           | $413.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-15      | 3.5000%  | 0.0000% | $1000.00           | $132.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-06-15      | 2.5000%  | 0.0000% | $1000.00           | $8.55              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-11-15      | 3.0000%  | 0.0000% | $1000.00           | $124.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-02-15      | 3.0000%  | 0.0000% | $1000.00           | $136.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-01-15      | 3.5000%  | 0.0000% | $1000.00           | $189.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $1000.00           | $122.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-10-15      | 3.0000%  | 0.0000% | $1000.00           | $99.81             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-08-15      | 1.6600%  | 0.0000% | $1006.00           | $27.95             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-02-20      | 2.5000%  | 0.0000% | $1000.00           | $127.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-04-20      | 3.5000%  | 0.0000% | $1000.00           | $63.41             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $1000.00           | $67.73             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-20      | 3.5000%  | 0.0000% | $1000.00           | $71.76             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-12-20      | 3.5000%  | 0.0000% | $1000.00           | $91.07             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $1000.00           | $54.73             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $1000.00           | $70.44             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-12-20      | 3.5000%  | 0.0000% | $1000.00           | $67.68             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $1000.00           | $99.65             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $2000.00           | $184.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $5000.00           | $402.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $4024.00           | $340.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $1000.00           | $108.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $94.27             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-02-20      | 3.5000%  | 0.0000% | $1000.00           | $80.35             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $1000.00           | $89.11             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 5.5000%  | 0.0000% | $1000.00           | $81.87             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $1000.00           | $127.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $1000.00           | $118.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $1000.00           | $146.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1000.00           | $73.19             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $2000.00           | $141.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 6.5000%  | 0.0000% | $1000.00           | $155.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $21583522.00       | $1382938.91        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 5.5000%  | 0.0000% | $1695958.00        | $125722.17         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $3493552.00        | $216329.78         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $208000.00         | $16841.60          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-06-20      | 5.5000%  | 0.0000% | $53000.00          | $5341.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $1415232.00        | $182114.10         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-01-20      | 2.5000%  | 0.0000% | $428987.00         | $145999.95         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $6333509.00        | $2228261.43        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $2000.00           | $347.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $2000.00           | $865.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $2048.00           | $560.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $1000.00           | $297.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 4.0000%  | 0.0000% | $1024.00           | $308.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $1000.00           | $239.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 5.0000%  | 0.0000% | $1000.00           | $623.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $2048.00           | $768.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-04-20      | 2.0000%  | 0.0000% | $1000.00           | $395.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $3000.00           | $1284.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $3723195.00        | $1470051.50        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $7853.00           | $3932.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $70598.00          | $32694.37          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $4008.00           | $1772.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $607685.00         | $290779.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-15      | 4.0000%  | 0.0000% | $1000.00           | $458.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $1000.00           | $110.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 4.5000%  | 0.0000% | $1000.00           | $215.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 3.7500%  | 0.0000% | $1000.00           | $198.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2000.00           | $2068.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $2000.00           | $2094.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $2000.00           | $2019.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-03-20      | 3.5000%  | 0.0000% | $1000.00           | $24.65             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $1000.00           | $13.17             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-11-20      | 6.0000%  | 0.0000% | $1000.00           | $23.27             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $1000.00           | $505.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-09-15      | 4.0000%  | 0.0000% | $1000.00           | $41.42             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-10-15      | 5.0000%  | 0.0000% | $1000.00           | $12.30             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-20      | 4.5000%  | 0.0000% | $1000.00           | $24.94             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-04-15      | 6.5000%  | 0.0000% | $1000.00           | $14.67             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.9601%  | 0.0000% | $25990167.00       | $23187739.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.9601%  | 0.0000% | $2894332.00        | $2600883.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.6901%  | 0.0000% | $1024.00           | $838.60            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $4200100.00        | $4131502.99        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $37077200.00       | $32223113.20       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $45034800.00       | $40015395.61       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-15      | 2.7500%  | 0.0000% | $14226000.00       | $13198079.70       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 4.6250%  | 0.0000% | $26220200.00       | $26748956.12       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 4.6250%  | 0.0000% | $32614700.00       | $33254209.04       | U.S. Treasuries (including strips)        |

### Security 146: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RVNJ3, C.3 - LEI: N/A, C.5 - Other ID: BIV9RVNJ3
- **C.18 - Value (incl. sponsor support):** $2125000000.00
- **C.18.a - Value (excl. sponsor support):** $2125000000.00
- **C.19 - Percentage of Net Assets:** 2.6500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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 Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-04-15      | 0.0000%  | 0.0000% | $146274000.00      | $141148559.04      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $210000000.00      | $183915087.85      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $89000000.00       | $103667410.91      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $18382700.00       | $18382662.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $231500000.00      | $160073936.46      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $188500000.00      | $109297652.98      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $241250000.00      | $114562880.66      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $325904700.00      | $158432303.89      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $221675400.00      | $132994033.76      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $125750000.00      | $105077853.29      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $207347000.00      | $165995833.61      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $156000000.00      | $147286365.75      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $132000000.00      | $118012995.58      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $136529100.00      | $133761459.02      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $178764500.00      | $179991584.96      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-15      | 1.1250%  | 0.0000% | $193642500.00      | $194899429.39      | U.S. Treasuries (including strips) |

### Security 147: Fixed Income Clearing Corp. - ING Financial Markets, LLC

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets, LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RVNK0, C.3 - LEI: N/A, C.5 - Other ID: BIV9RVNK0
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 3.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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 Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-06-04      | 0.0000%  | 0.0000% | $49999900.00       | $49830150.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-05      | 0.0000%  | 0.0000% | $24118000.00       | $24108449.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-21      | 0.0000%  | 0.0000% | $100.00            | $97.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-18      | 0.0000%  | 0.0000% | $24996700.00       | $24274245.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $77.33             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $79999900.00       | $46434373.78       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $13999900.00       | $13803854.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $175000000.00      | $173752153.31      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $25000000.00       | $23812864.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $515270000.00      | $490835092.55      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $45499700.00       | $45652442.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $470500000.00      | $474015310.07      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $222983000.00      | $219013679.62      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $370000000.00      | $356839662.15      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $148352200.00      | $150638109.87      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $1500000.00        | $1516778.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $800000.00         | $808948.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $287000000.00      | $291507575.21      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $25000000.00       | $25561318.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $30000000.00       | $29785110.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $698100.00         | $706254.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $106600000.00      | $107103251.53      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.8750%  | 0.0000% | $100.00            | $100.99            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.22             | U.S. Treasuries (including strips) |

### Security 148: Societe Generale

- **C.1 - Title:** Societe Generale 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: BIV9RVNW4, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9RVNW4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **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? 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 | 2044-02-15      | 1.3750%  | 0.0000% | $666.67            | $777.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $231479333.33      | $227118393.14      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $311198333.33      | $302828014.57      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $666.67            | $832.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $666.67            | $626.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $666.67            | $747.69            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $193227333.33      | $193614748.80      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $866.67            | $873.14            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $2000.00           | $2031.41           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $666.67            | $725.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $205359400.00      | $210766134.05      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $666.67            | $684.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $1333.33           | $1349.00           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $1333.33           | $1350.91           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $1333.33           | $1340.52           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $666.67            | $681.71            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $666.67            | $679.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $666.67            | $710.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $2733.33           | $2816.69           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $1333.33           | $1348.91           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $666.67            | $669.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $1333.33           | $1366.87           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $666.67            | $668.71            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.7500%  | 0.0000% | $85884333.33       | $85652445.63       | U.S. Treasuries (including strips) |

### Security 149: Natixis

- **C.1 - Title:** Natixis 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RVNY0, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9RVNY0
- **C.18 - Value (incl. sponsor support):** $525000000.00
- **C.18.a - Value (excl. sponsor support):** $525000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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 | 2026-06-18      | 0.0000%  | 0.0000% | $147632900.00      | $146910975.12      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 4.0000%  | 0.0000% | $63756200.00       | $64605509.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $144803000.00      | $144691501.69      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.6250%  | 0.0000% | $180400300.00      | $179292024.21      | U.S. Treasuries (including strips) |

### Security 150: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 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: BIV9RW2G0, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9RW2G0
- **C.18 - Value (incl. sponsor support):** $685000000.00
- **C.18.a - Value (excl. sponsor support):** $685000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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          | 2056-04-01      | 5.0000%  | 0.0000% | $129230867.00      | $127814209.55      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-10-20      | 7.0000%  | 0.0000% | $30548.00          | $18207.09          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-07-15      | 4.8000%  | 0.0000% | $970274.00         | $946321.49         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-07-15      | 5.5900%  | 0.0000% | $701577.00         | $733332.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $117871.00         | $101139.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $14104.00          | $8183.66           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-05-15      | 6.2500%  | 0.0000% | $100000.00         | $104712.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-04-15      | 7.0000%  | 0.0000% | $500000.00         | $553627.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-09-15      | 6.0900%  | 0.0000% | $2296580.00        | $2379493.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-10-15      | 5.7200%  | 0.0000% | $449496.00         | $467767.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-09-15      | 5.7000%  | 0.0000% | $500000.00         | $524885.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-07-15      | 5.9000%  | 0.0000% | $2919339.00        | $2985119.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-05-15      | 5.1500%  | 0.0000% | $80496.00          | $80434.47          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $50000.00          | $53039.56          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $100000.00         | $106079.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $31977.00          | $33920.92          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $104538.00         | $110892.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $153238.00         | $162553.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $173209.00         | $183738.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $100000.00         | $106079.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $50000.00          | $53039.56          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $170315.00         | $180668.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-04-15      | 4.8700%  | 0.0000% | $2980000.00        | $2939442.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $482219.00         | $491080.74         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $126486186.00      | $126588197.12      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-03-20      | 6.5000%  | 0.0000% | $35518.00          | $26170.99          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 3.5000%  | 0.0000% | $740000.00         | $662643.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $77096.00          | $74252.93          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $199281168.00      | $204035187.82      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $118417934.00      | $114419553.74      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $4954000.00        | $5024498.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $106811722.00      | $106728408.86      | Agency Mortgage-Backed Securities  |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $4300.00           | $3146.24           | U.S. Treasuries (including strips) |

### Security 151: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.670000%
- **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: BIV9RW7A8, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9RW7A8
- **C.18 - Value (incl. sponsor support):** $1340000000.00
- **C.18.a - Value (excl. sponsor support):** $1340000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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

**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          | 2038-07-25      | 3.7454%  | 0.0000% | $15950500.00       | $7900954.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2037-02-25      | 3.0279%  | 0.0000% | $1000000.00        | $260900.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2037-12-25      | 4.4667%  | 0.0000% | $4323000.00        | $2221817.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2040-03-25      | 1.1900%  | 0.0000% | $6097000.00        | $4843988.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2030-10-25      | 1.1100%  | 0.0000% | $5283153.00        | $3574551.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-01-25      | 1.3200%  | 0.0000% | $9000000.00        | $5510497.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-03-25      | 1.7500%  | 0.0000% | $3500000.00        | $2630677.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-01-25      | 1.6600%  | 0.0000% | $2500000.00        | $1704575.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-05-25      | 1.5900%  | 0.0000% | $1380000.00        | $963429.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-06-25      | 1.4100%  | 0.0000% | $3500000.00        | $2761068.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-07-25      | 1.6000%  | 0.0000% | $1000000.00        | $771788.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 1.8100%  | 0.0000% | $790000.00         | $616505.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 3.0000%  | 0.0000% | $500000.00         | $7350.93           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 3.4279%  | 0.0000% | $229000.00         | $86314.22          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 2.0000%  | 0.0000% | $51176112.00       | $3387406.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-05-25      | 2.0000%  | 0.0000% | $7250000.00        | $422881.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-08-25      | 3.5000%  | 0.0000% | $119000.00         | $101380.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-25      | 3.5000%  | 0.0000% | $50000.00          | $13203.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.0000%  | 0.0000% | $1286321.00        | $622373.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 3.0000%  | 0.0000% | $1150000.00        | $105596.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-09-25      | 2.5222%  | 0.0000% | $225000.00         | $163583.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-06-25      | 2.8980%  | 0.0000% | $44140000.00       | $42987449.19       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-12-25      | 3.0000%  | 0.0000% | $1855500.00        | $418184.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 3.5000%  | 0.0000% | $2140689.00        | $1156841.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2057-02-25      | 3.0000%  | 0.0000% | $39000.00          | $29391.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 3.5000%  | 0.0000% | $58196.00          | $48057.82          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 3.0000%  | 0.0000% | $1375000.00        | $139827.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-07-25      | 3.0000%  | 0.0000% | $22000000.00       | $1222137.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 4.0000%  | 0.0000% | $1130000.00        | $36015.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 3.7000%  | 0.0000% | $100000.00         | $94735.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-04-25      | 4.1374%  | 0.0000% | $120000.00         | $47509.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-06-25      | 2.1000%  | 0.0000% | $10500000.00       | $238424.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-10-25      | 1.0860%  | 0.0000% | $705000.00         | $75975.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 1.3750%  | 0.0000% | $24000000.00       | $12950570.09       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-11-25      | 1.2971%  | 0.0000% | $1300000.00        | $870832.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-25      | 0.8071%  | 0.0000% | $2450800.00        | $820856.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 0.8071%  | 0.0000% | $328132.00         | $109902.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-25      | 1.5104%  | 0.0000% | $10700000.00       | $5338613.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-11-25      | 1.5000%  | 0.0000% | $525000.00         | $259755.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-03-25      | 1.7649%  | 0.0000% | $1000000.00        | $385653.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-01-25      | 1.1810%  | 0.0000% | $115000.00         | $2139.38           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-03-25      | 1.1980%  | 0.0000% | $1050000.00        | $821203.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-10-25      | 1.9014%  | 0.0000% | $10028111.00       | $8739078.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-25      | 0.5000%  | 0.0000% | $5710000.00        | $3496254.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 2.5000%  | 0.0000% | $470000.00         | $265082.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-01-25      | 2.4126%  | 0.0000% | $1495000.00        | $1281975.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-25      | 4.8952%  | 0.0000% | $800000.00         | $466861.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-04-25      | 3.5486%  | 0.0000% | $1500000.00        | $1420466.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-25      | 5.5000%  | 0.0000% | $1800000.00        | $1073414.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-08-25      | 4.4500%  | 0.0000% | $929000.00         | $912858.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-25      | 0.1250%  | 0.0000% | $50000000.00       | $25005177.07       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 7.5952%  | 0.0000% | $2000000.00        | $1367473.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 5.5000%  | 0.0000% | $11235000.00       | $4547259.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 5.5000%  | 0.0000% | $2104962.00        | $2121950.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 4.6752%  | 0.0000% | $1000000.00        | $878840.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 5.0000%  | 0.0000% | $22464360.00       | $21679376.45       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2040-03-15      | 4.2043%  | 0.0000% | $2200000.00        | $22143.05          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-06-15      | 4.0000%  | 0.0000% | $500000.00         | $7967.38           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-07-15      | 2.5000%  | 0.0000% | $278295.00         | $220379.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-01-15      | 3.0000%  | 0.0000% | $368000.00         | $315114.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-07-15      | 3.5000%  | 0.0000% | $250000.00         | $233196.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-04-15      | 2.5000%  | 0.0000% | $250000.00         | $3196.87           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-04-15      | 3.0000%  | 0.0000% | $530000.00         | $6806.89           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-08-25      | 2.6530%  | 0.0000% | $1025000.00        | $1021761.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2040-07-15      | 4.2230%  | 0.0000% | $300000.00         | $27704.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-09-15      | 3.0000%  | 0.0000% | $1648732.00        | $1503074.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-03-25      | 3.2240%  | 0.0000% | $1125000.00        | $1119579.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-06-25      | 3.2000%  | 0.0000% | $85000.00          | $84291.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-10-25      | 2.0000%  | 0.0000% | $615000.00         | $178676.51         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2046-08-25      | 5.8879%  | 0.0000% | $4700000.00        | $391657.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-09-15      | 3.0000%  | 0.0000% | $87000.00          | $65870.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-08-25      | 3.0380%  | 0.0000% | $1125000.00        | $303571.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-09-25      | 3.1870%  | 0.0000% | $435447.00         | $415166.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-12-15      | 3.0000%  | 0.0000% | $961945.00         | $738162.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-01-15      | 3.0000%  | 0.0000% | $139000.00         | $110097.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-06-15      | 3.0000%  | 0.0000% | $1838158.00        | $159895.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-03-25      | 3.5420%  | 0.0000% | $170000.00         | $158677.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2049-07-15      | 4.0000%  | 0.0000% | $163000.00         | $130627.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2049-01-25      | 2.0000%  | 0.0000% | $1000000.00        | $327637.26         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2034-10-25      | 2.8590%  | 0.0000% | $5025000.00        | $4420603.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-05-25      | 2.1840%  | 0.0000% | $400000.00         | $243280.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-11-25      | 2.0000%  | 0.0000% | $540000.00         | $312747.45         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2030-03-25      | 4.4120%  | 0.0000% | $4690000.00        | $4718426.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-06-25      | 4.4630%  | 0.0000% | $7800000.00        | $7733761.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-08-25      | 5.2720%  | 0.0000% | $55000.00          | $27066.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-08-25      | 4.5000%  | 0.0000% | $1731867.00        | $1730632.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-12-25      | 4.5720%  | 0.0000% | $961000.00         | $970144.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 4.5452%  | 0.0000% | $2900000.00        | $2470693.16        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-06-25      | 5.5000%  | 0.0000% | $500000.00         | $504929.78         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-07-25      | 0.1250%  | 0.0000% | $727273.00         | $392824.91         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2034-09-25      | 4.4890%  | 0.0000% | $9000000.00        | $8951284.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-12-25      | 0.1250%  | 0.0000% | $50000000.00       | $28618312.21       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 4.6452%  | 0.0000% | $250000.00         | $135581.28         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-07-25      | 5.5000%  | 0.0000% | $10000000.00       | $7863950.73        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2032-01-25      | 4.8000%  | 0.0000% | $15000000.00       | $15316660.01       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.0452%  | 0.0000% | $500000.00         | $357266.93         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2030-07-25      | 4.2900%  | 0.0000% | $16466000.00       | $16493989.45       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-08-25      | 4.5000%  | 0.0000% | $9255000.00        | $7933976.15        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-09-25      | 4.7452%  | 0.0000% | $100000000.00      | $77504385.90       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2032-04-25      | 2.7762%  | 0.0000% | $10000000.00       | $9371317.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2056-04-25      | 4.3952%  | 0.0000% | $77142857.00       | $76311227.79       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2032-06-25      | 4.2596%  | 0.0000% | $1894378.00        | $181.68            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-08-25      | 5.5000%  | 0.0000% | $800000.00         | $13700.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-05-15      | 5.5000%  | 0.0000% | $5043186.00        | $170960.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-04-25      | 4.0896%  | 0.0000% | $965000.00         | $7279.75           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 4.1596%  | 0.0000% | $480000.00         | $3913.12           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-07-25      | 4.2296%  | 0.0000% | $880000.00         | $6582.26           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 6.7500%  | 0.0000% | $505000.00         | $855.09            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 4.5000%  | 0.0000% | $1000000.00        | $97426.36          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 3.0000%  | 0.0000% | $3100000.00        | $89990.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 4.5000%  | 0.0000% | $4300000.00        | $9750.57           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2062-10-25      | 3.0000%  | 0.0000% | $25000000.00       | $17901857.81       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2037-06-25      | 4.4667%  | 0.0000% | $6700000.00        | $1548662.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-07-20      | 4.2255%  | 0.0000% | $420000.00         | $5006.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 4.3786%  | 0.0000% | $150000.00         | $3311.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-20      | 4.3786%  | 0.0000% | $1380000.00        | $38489.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 4.7875%  | 0.0000% | $2137081.00        | $45595.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-20      | 4.3786%  | 0.0000% | $6890000.00        | $140296.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-20      | 4.1786%  | 0.0000% | $1150000.00        | $82298.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-20      | 4.3486%  | 0.0000% | $350000.00         | $8498.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-05-20      | 4.4786%  | 0.0000% | $1681000.00        | $201.92            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-12-20      | 4.4786%  | 0.0000% | $4050000.00        | $24939.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-20      | 4.3586%  | 0.0000% | $370000.00         | $129.10            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-20      | 4.5271%  | 0.0000% | $2368000.00        | $613405.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-20      | 4.3786%  | 0.0000% | $200000.00         | $4152.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 4.4286%  | 0.0000% | $1380000.00        | $122649.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 4.2586%  | 0.0000% | $280000.00         | $23331.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 4.4086%  | 0.0000% | $100000.00         | $6576.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 4.6286%  | 0.0000% | $3000000.00        | $336772.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-05-20      | 4.5786%  | 0.0000% | $4000000.00        | $473976.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-20      | 3.7100%  | 0.0000% | $100000.00         | $2076.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 4.5274%  | 0.0000% | $11999458.00       | $1604806.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 4.2586%  | 0.0000% | $30000.00          | $2128.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 4.5286%  | 0.0000% | $570000.00         | $64947.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 4.2086%  | 0.0000% | $600000.00         | $19317.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-11-20      | 4.6286%  | 0.0000% | $4000000.00        | $668027.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 4.3786%  | 0.0000% | $300000.00         | $26541.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-11-20      | 4.5442%  | 0.0000% | $3000000.00        | $270951.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 4.3786%  | 0.0000% | $466000.00         | $48324.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 4.7786%  | 0.0000% | $80000.00          | $11023.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 4.5508%  | 0.0000% | $972000.00         | $120647.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 4.6986%  | 0.0000% | $5590000.00        | $548568.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 4.4201%  | 0.0000% | $825000.00         | $570.97            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 4.4986%  | 0.0000% | $7500000.00        | $107059.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 4.3286%  | 0.0000% | $2000000.00        | $191624.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 4.5286%  | 0.0000% | $3100000.00        | $410746.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 4.5286%  | 0.0000% | $2000000.00        | $196244.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 4.4786%  | 0.0000% | $13944000.00       | $165345.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-01-20      | 1.7500%  | 0.0000% | $849000.00         | $49495.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-16      | 2.7736%  | 0.0000% | $2400000.00        | $312589.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-07-16      | 2.5000%  | 0.0000% | $774508.00         | $11.83             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-02-20      | 3.0000%  | 0.0000% | $350000.00         | $3291.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | 2.2500%  | 0.0000% | $100000.00         | $5637.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 2.5000%  | 0.0000% | $465761.00         | $127542.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 3.0000%  | 0.0000% | $100000.00         | $2375.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-09-20      | 4.4786%  | 0.0000% | $3500000.00        | $1449272.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.0786%  | 0.0000% | $2849129.00        | $158202.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-06-20      | 4.5574%  | 0.0000% | $5000000.00        | $1847089.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 4.4786%  | 0.0000% | $4500000.00        | $2107030.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-09-20      | 4.9265%  | 0.0000% | $6149000.00        | $2100915.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-10-20      | 4.7317%  | 0.0000% | $12500000.00       | $3134524.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-10-20      | 4.1286%  | 0.0000% | $2100000.00        | $377820.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-10-20      | 4.1786%  | 0.0000% | $70000.00          | $1417.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-01-20      | 4.3786%  | 0.0000% | $3640000.00        | $1327216.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 4.3286%  | 0.0000% | $5000000.00        | $1186051.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-03-20      | 4.3286%  | 0.0000% | $10000000.00       | $3408293.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-04-20      | 3.9400%  | 0.0000% | $95000.00          | $2439.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-06-20      | 4.7786%  | 0.0000% | $11000000.00       | $4552266.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-07-20      | 4.4786%  | 0.0000% | $20102010.00       | $7725255.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 2.2500%  | 0.0000% | $60000.00          | $25271.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-06-20      | 5.0401%  | 0.0000% | $5000000.00        | $4503306.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-04-20      | 5.0286%  | 0.0000% | $1500000.00        | $326766.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 4.2286%  | 0.0000% | $1200000.00        | $732000.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-08-20      | 4.1786%  | 0.0000% | $5780000.00        | $814169.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-10-20      | 4.9986%  | 0.0000% | $12404013.00       | $7862403.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-10-20      | 4.9986%  | 0.0000% | $7000000.00        | $3339116.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-04-20      | 5.1401%  | 0.0000% | $5000000.00        | $4246198.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-04-20      | 4.1286%  | 0.0000% | $14050000.00       | $7172556.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 1.4000%  | 0.0000% | $100000.00         | $61585.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $3900000.00        | $68452.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.0586%  | 0.0000% | $900000.00         | $66326.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 3.5000%  | 0.0000% | $700000.00         | $178130.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 3.9891%  | 0.0000% | $38355000.00       | $31369365.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-08-16      | 3.9891%  | 0.0000% | $46850000.00       | $39134428.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 4.0000%  | 0.0000% | $7600000.00        | $6240083.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 1.8500%  | 0.0000% | $700000.00         | $346551.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 1.9000%  | 0.0000% | $880000.00         | $459116.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | 4.0000%  | 0.0000% | $30000.00          | $26979.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 4.0000%  | 0.0000% | $785000.00         | $613861.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-16      | 4.5000%  | 0.0000% | $1490000.00        | $1338583.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 4.2500%  | 0.0000% | $7250000.00        | $6319851.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 4.5000%  | 0.0000% | $2400000.00        | $2080771.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-16      | 2.0000%  | 0.0000% | $413132.00         | $300835.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 5.2500%  | 0.0000% | $235000.00         | $227841.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-07-16      | 5.0000%  | 0.0000% | $3314607.00        | $3240822.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-16      | 5.0000%  | 0.0000% | $1750605.00        | $1693394.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 5.6830%  | 0.0000% | $150000.00         | $153504.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.7901%  | 0.0000% | $600000.00         | $566493.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0100%  | 0.0000% | $2064325.00        | $1033837.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $419136.00         | $394589.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 0.5261%  | 0.0000% | $264000.00         | $156355.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 4.5000%  | 0.0000% | $1184244.00        | $1073916.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-16      | 4.5000%  | 0.0000% | $1155179.00        | $1060314.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-16      | 4.5000%  | 0.0000% | $2628735.00        | $2259213.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-16      | 4.5000%  | 0.0000% | $730204.00         | $577315.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 3.0000%  | 0.0000% | $3245000.00        | $1699680.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 3.0000%  | 0.0000% | $30000.00          | $1340.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-11-20      | 4.7942%  | 0.0000% | $933000.00         | $370106.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.1255%  | 0.0000% | $27853737.00       | $14113274.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 2.6000%  | 0.0000% | $750000.00         | $89716.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-12-20      | 4.6601%  | 0.0000% | $700000.00         | $700352.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-12-20      | 4.4601%  | 0.0000% | $958000.00         | $688603.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-01-20      | 3.9901%  | 0.0000% | $8000000.00        | $7771898.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-03-20      | 4.3901%  | 0.0000% | $112000.00         | $73491.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 4.4901%  | 0.0000% | $1267000.00        | $1233602.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.7500%  | 0.0000% | $1150000.00        | $1094259.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.6401%  | 0.0000% | $25000000.00       | $21670284.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $1000000.00        | $629962.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 4.4401%  | 0.0000% | $777777.00         | $782109.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 4.4401%  | 0.0000% | $9985289.00        | $9660127.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-03-20      | 4.5901%  | 0.0000% | $23430808.00       | $23100966.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-05-20      | 4.4901%  | 0.0000% | $150000.00         | $143541.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $100000.00         | $83926.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.4901%  | 0.0000% | $17733700.00       | $16140758.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 4.0000%  | 0.0000% | $1110000.00        | $951794.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $8821562.00        | $5848785.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 7.0000%  | 0.0000% | $125000.00         | $6373.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-16      | 4.2500%  | 0.0000% | $1120000.00        | $953576.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 4.8401%  | 0.0000% | $35000000.00       | $25547673.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $2000000.00        | $2034847.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.8401%  | 0.0000% | $14500000.00       | $12592360.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.9401%  | 0.0000% | $10300000.00       | $5265939.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-16      | 4.5000%  | 0.0000% | $9414625.00        | $8420412.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 4.5000%  | 0.0000% | $177291.00         | $148664.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 4.2500%  | 0.0000% | $1000000.00        | $923824.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-16      | 4.5000%  | 0.0000% | $591069.00         | $487801.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-05-16      | 4.5000%  | 0.0000% | $33000000.00       | $32668019.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-16      | 4.5000%  | 0.0000% | $24187500.00       | $23846927.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-16      | 4.5000%  | 0.0000% | $3592441.00        | $3247753.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 4.5000%  | 0.0000% | $5988407.00        | $5138208.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | 4.5000%  | 0.0000% | $1443281.00        | $1137207.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | 4.5000%  | 0.0000% | $10000000.00       | $9011960.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $6000.00           | $3667.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7101%  | 0.0000% | $10000000.00       | $7154175.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $9000.00           | $3357.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $323000.00         | $298824.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.2500%  | 0.0000% | $207532.00         | $200073.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7401%  | 0.0000% | $1300000.00        | $1247275.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7500%  | 0.0000% | $1100800.00        | $1023334.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.7500%  | 0.0000% | $2483665.00        | $2445561.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $25843224.00       | $24709967.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $612891.00         | $528337.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $106818.00         | $97384.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $42859556.00       | $40945995.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.7500%  | 0.0000% | $5450000.00        | $5307625.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $745000.00         | $718270.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1710334.00        | $1580139.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1667806.00        | $1528218.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $34939942.00       | $34106879.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.0000%  | 0.0000% | $1410000.00        | $1336745.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $54518.00          | $44331.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $7716285.00        | $6892293.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $30000000.00       | $29383776.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.3801%  | 0.0000% | $6000000.00        | $5917971.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.5000%  | 0.0000% | $63931000.00       | $62920319.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.4401%  | 0.0000% | $25000000.00       | $24777076.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $602208.00         | $537472.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $2404000.00        | $2176122.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.7500%  | 0.0000% | $1154851.00        | $1083728.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5901%  | 0.0000% | $15000000.00       | $14922459.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.3901%  | 0.0000% | $30124212.00       | $29149110.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.4401%  | 0.0000% | $6500000.00        | $6490311.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $26948000.00       | $26430104.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $41895703.00       | $40533479.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 4.5435%  | 0.0000% | $30000000.00       | $30073502.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1002.00           | $1001.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $12860680.00       | $12520885.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $28763258.00       | $28057487.55       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2028-04-30      | 3.7462%  | 0.0000% | $37291400.00       | $37280585.49       | U.S. Treasuries (including strips)        |

### Security 152: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RWM78, C.3 - LEI: N/A, C.5 - Other ID: BIV9RWM78
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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 Corporation

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY NOTE | 2027-08-15      | 3.7500%  | 0.0000% | $267418000.00      | $269115768.92      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-06-15      | 3.8750%  | 0.0000% | $223059700.00      | $226216222.72      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-11-30      | 3.3750%  | 0.0000% | $14577200.00       | $14668025.97       | U.S. Treasuries (including strips) |

### Security 153: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RX476, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV9RX476
- **C.18 - Value (incl. sponsor support):** $730244381.00
- **C.18.a - Value (excl. sponsor support):** $730244381.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 2.5 15-FEB-2045   | 2045-02-15      | 2.5000%  | 0.0000% | $267276190.48      | $280640000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $120792761.90      | $126832400.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $343261904.76      | $360425000.00      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** SHORT TERM INVESTMENTS TRUST

**Date:** 2026-05-07

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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